-4.3%
CVE vs WST
+36.6%
-41.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.4% | -8.1% | -7.6% |
| 7D | -12.1% | +1.3% | -13.4% | -11.9% |
| 30D | -9.8% | +8.5% | -18.3% | -8.5% |
| 3M | -0.7% | +17.2% | -17.9% | +2.2% |
| 6M | -4.3% | +36.3% | -40.6% | +3.7% |
| All | -4.3% | +36.6% | -41.0% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling