+62.8%
CVE vs WST
+2,168.9%
-2,106.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.2% | -1.8% |
| 7D | -14.1% | -5.8% | -8.3% | -12.8% |
| 30D | -11.6% | +5.3% | -16.9% | -12.7% |
| 3M | 0.0% | +11.8% | -11.8% | -2.7% |
| 6M | -8.4% | +26.7% | -35.1% | -13.9% |
| YTD | +65.9% | +43.0% | +22.9% | +50.4% |
| 1Y | +69.4% | +38.9% | +30.6% | +54.5% |
| 3Y | +55.9% | +18.2% | +37.8% | +36.5% |
| 5Y | +146.2% | -1.5% | +147.7% | +120.2% |
| 10Y | +140.6% | +439.0% | -298.3% | -8.1% |
| All | +62.8% | +2,168.9% | -2,106.1% | -76.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling