+134.5%
CVE vs WSM
+1,223.7%
-1,089.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.1% |
| 7D | -16.1% | +0.5% | -16.7% | -16.5% |
| 30D | -10.4% | +6.0% | -16.4% | -12.2% |
| 3M | -2.4% | +3.2% | -5.6% | -3.9% |
| 6M | -4.4% | +37.1% | -41.5% | -13.8% |
| YTD | +64.9% | +44.2% | +20.8% | +45.2% |
| 1Y | +66.0% | +34.2% | +31.8% | +48.9% |
| 3Y | +57.7% | +249.3% | -191.6% | -0.5% |
| 5Y | +144.7% | +169.3% | -24.6% | +59.8% |
| All | +134.5% | +1,223.7% | -1,089.2% | -24.3% |
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