+58.6%
CVE vs WEC
+57.1%
+1.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | -14.1% | +3.2% | -17.3% | -14.1% |
| 30D | -11.6% | +14.7% | -26.3% | -12.1% |
| 3M | 0.0% | +10.2% | -10.2% | -0.4% |
| 6M | -8.4% | +4.5% | -12.9% | -8.5% |
| YTD | +65.9% | +15.1% | +50.8% | +64.6% |
| 1Y | +69.4% | +9.4% | +60.0% | +68.3% |
| All | +58.6% | +57.1% | +1.5% | +47.6% |
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