+135.5%
CVE vs WEC
+51.2%
+84.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | -16.1% | -0.2% | -16.0% | -16.1% |
| 30D | -10.4% | +12.3% | -22.7% | -11.9% |
| 3M | -2.4% | +8.3% | -10.6% | -3.5% |
| 6M | -4.4% | +3.5% | -7.9% | -5.0% |
| YTD | +64.9% | +12.7% | +52.2% | +61.6% |
| 1Y | +66.0% | +8.2% | +57.9% | +63.6% |
| 3Y | +57.7% | +55.9% | +1.8% | +43.7% |
| All | +135.5% | +51.2% | +84.3% | +113.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling