+98.8%
CVE vs WSM
+19.9%
+78.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -0.9% |
| 7D | +2.5% | -3.3% | +5.8% | +1.9% |
| 30D | +16.7% | -8.4% | +25.1% | +14.9% |
| 3M | +9.3% | +9.7% | -0.4% | +10.9% |
| 6M | +43.6% | +16.7% | +26.9% | +48.8% |
| YTD | +93.6% | +28.7% | +64.9% | +99.5% |
| 1Y | +98.8% | +13.7% | +85.1% | +107.5% |
| All | +98.8% | +19.9% | +78.9% | +107.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling