+73.2%
CVE vs WST
+47.3%
+25.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.4% | -8.1% | -7.7% |
| 7D | -12.1% | +1.3% | -13.4% | -12.1% |
| 30D | -9.8% | +8.5% | -18.3% | -9.9% |
| 3M | -0.7% | +17.2% | -17.9% | -1.0% |
| 6M | -4.3% | +36.3% | -40.6% | -5.6% |
| YTD | +70.6% | +48.9% | +21.7% | +64.2% |
| 1Y | +73.2% | +42.9% | +30.2% | +67.1% |
| All | +73.2% | +47.3% | +25.9% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling