+159.8%
CVE vs WSM
+1,015.9%
-856.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.5% |
| 7D | +0.2% | +2.6% | -2.4% | -0.5% |
| 30D | +17.5% | -9.5% | +27.0% | +20.5% |
| 3M | +16.2% | +12.9% | +3.3% | +11.5% |
| 6M | +47.8% | +23.0% | +24.7% | +37.1% |
| YTD | +98.5% | +28.9% | +69.6% | +81.1% |
| 1Y | +109.8% | +13.7% | +96.1% | +97.6% |
| 3Y | +75.5% | +232.6% | -157.2% | +12.0% |
| 5Y | +341.6% | +185.9% | +155.7% | +178.9% |
| 10Y | +159.8% | +998.6% | -838.8% | -15.5% |
| All | +159.8% | +1,015.9% | -856.1% | -15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling