+67.4%
CVE vs WST
+2,263.1%
-2,195.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.4% | -8.1% | -7.7% |
| 7D | -12.1% | +1.3% | -13.4% | -12.4% |
| 30D | -9.8% | +8.5% | -18.3% | -11.5% |
| 3M | -0.7% | +17.2% | -17.9% | -4.5% |
| 6M | -4.3% | +36.3% | -40.6% | -11.6% |
| YTD | +70.6% | +48.9% | +21.7% | +53.2% |
| 1Y | +73.2% | +42.9% | +30.2% | +56.9% |
| 3Y | +60.3% | +23.1% | +37.3% | +39.0% |
| 5Y | +159.3% | -4.4% | +163.7% | +136.1% |
| 10Y | +147.4% | +461.3% | -313.9% | -6.4% |
| All | +67.4% | +2,263.1% | -2,195.7% | -75.6% |
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