+135.5%
CVE vs WST
-0.1%
+135.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.4% | -0.7% |
| 7D | -16.1% | -3.1% | -13.0% | -16.0% |
| 30D | -10.4% | +9.1% | -19.5% | -10.9% |
| 3M | -2.4% | +14.7% | -17.1% | -3.3% |
| 6M | -4.4% | +28.0% | -32.4% | -6.2% |
| YTD | +64.9% | +45.6% | +19.3% | +60.0% |
| 1Y | +66.0% | +45.7% | +20.4% | +61.0% |
| 3Y | +57.7% | +21.1% | +36.6% | +49.5% |
| All | +135.5% | -0.1% | +135.7% | +114.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling