+62.0%
CVE vs WST
+49.0%
+13.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | +4.6% | +4.9% | -0.2% | +4.5% |
| 30D | -12.0% | +10.7% | -22.7% | -12.2% |
| 3M | -3.8% | +16.8% | -20.6% | -4.1% |
| 6M | -2.7% | +32.0% | -34.7% | -3.6% |
| YTD | +73.6% | +49.9% | +23.7% | +66.7% |
| 1Y | +62.0% | +50.6% | +11.4% | +55.3% |
| All | +62.0% | +49.0% | +13.0% | +55.3% |
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