+135.5%
CVE vs WSM
+1,226.6%
-1,091.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -10.0% | +3.1% | -13.1% | -10.9% |
| 30D | -11.9% | +8.5% | -20.4% | -14.1% |
| 3M | -5.9% | +4.6% | -10.5% | -7.7% |
| 6M | -1.6% | +44.5% | -46.1% | -12.5% |
| YTD | +66.3% | +48.4% | +17.8% | +45.3% |
| 1Y | +57.5% | +36.2% | +21.3% | +40.8% |
| 3Y | +65.4% | +268.8% | -203.3% | +2.6% |
| 5Y | +144.2% | +185.2% | -41.1% | +56.4% |
| 10Y | +135.5% | +1,175.8% | -1,040.3% | -26.2% |
| All | +135.5% | +1,226.6% | -1,091.1% | -26.2% |
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