+65.4%
CVE vs WSM
+271.0%
-205.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -10.0% | +3.1% | -13.1% | -10.3% |
| 30D | -11.9% | +8.5% | -20.4% | -12.8% |
| 3M | -5.9% | +4.6% | -10.5% | -6.6% |
| 6M | -1.6% | +44.5% | -46.1% | -7.2% |
| YTD | +66.3% | +48.4% | +17.8% | +55.0% |
| 1Y | +57.5% | +36.2% | +21.3% | +49.2% |
| 3Y | +65.4% | +268.8% | -203.3% | +28.1% |
| All | +65.4% | +271.0% | -205.6% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling