+143.5%
CVE vs WSM
+1,181.2%
-1,037.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | +0.1% | -3.0% | +3.0% | +0.8% |
| 30D | -10.8% | +10.1% | -20.9% | -13.5% |
| 3M | -4.3% | +4.9% | -9.2% | -6.2% |
| 6M | -1.5% | +49.8% | -51.2% | -13.2% |
| YTD | +70.7% | +48.7% | +22.0% | +49.1% |
| 1Y | +58.1% | +38.7% | +19.4% | +40.6% |
| 3Y | +69.8% | +269.5% | -199.7% | +5.3% |
| 5Y | +148.9% | +179.0% | -30.1% | +60.9% |
| 10Y | +143.5% | +1,162.3% | -1,018.7% | -24.2% |
| All | +143.5% | +1,181.2% | -1,037.7% | -24.2% |
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