+134.5%
CVE vs WST
+441.1%
-306.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.4% | -0.9% |
| 7D | -16.1% | -3.1% | -13.0% | -15.7% |
| 30D | -10.4% | +9.1% | -19.5% | -11.6% |
| 3M | -2.4% | +14.7% | -17.1% | -4.4% |
| 6M | -4.4% | +28.0% | -32.4% | -8.3% |
| YTD | +64.9% | +45.6% | +19.3% | +54.5% |
| 1Y | +66.0% | +45.7% | +20.4% | +55.4% |
| 3Y | +57.7% | +21.1% | +36.6% | +43.9% |
| 5Y | +144.7% | +0.3% | +144.4% | +127.8% |
| All | +134.5% | +441.1% | -306.7% | +31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling