+73.2%
CVE vs WEC
+42.1%
+31.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | +2.5% | -0.3% | +2.8% | +2.5% |
| 30D | +16.7% | -1.3% | +18.0% | +16.8% |
| 3M | +9.3% | -3.9% | +13.2% | +9.6% |
| 6M | +43.6% | -8.3% | +51.9% | +44.5% |
| YTD | +93.6% | +3.1% | +90.5% | +92.7% |
| 1Y | +98.8% | +1.9% | +96.8% | +97.9% |
| All | +73.2% | +42.1% | +31.1% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling