+89.9%
CVE vs WSM
+3,059.4%
-2,969.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.9% |
| 7D | +2.5% | -3.3% | +5.8% | +3.4% |
| 30D | +16.7% | -8.4% | +25.1% | +19.6% |
| 3M | +9.3% | +9.7% | -0.4% | +5.4% |
| 6M | +43.6% | +16.7% | +26.9% | +34.7% |
| YTD | +93.6% | +28.7% | +64.9% | +75.7% |
| 1Y | +98.8% | +13.7% | +85.1% | +86.4% |
| 3Y | +73.6% | +230.1% | -156.5% | +9.0% |
| 5Y | +312.5% | +179.0% | +133.5% | +157.1% |
| 10Y | +161.0% | +1,002.5% | -841.5% | -13.3% |
| All | +89.9% | +3,059.4% | -2,969.5% | -58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling