+89.9%
CVE vs WST
+1,865.3%
-1,775.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | +2.5% | +0.7% | +1.8% | +2.3% |
| 30D | +16.7% | -3.1% | +19.9% | +17.6% |
| 3M | +9.3% | +7.2% | +2.1% | +7.1% |
| 6M | +43.6% | +36.8% | +6.8% | +31.9% |
| YTD | +93.6% | +23.8% | +69.7% | +81.8% |
| 1Y | +98.8% | +37.8% | +61.0% | +80.9% |
| 3Y | +73.6% | -15.9% | +89.5% | +68.0% |
| 5Y | +312.5% | -25.8% | +338.3% | +302.9% |
| 10Y | +161.0% | +319.6% | -158.6% | +8.5% |
| All | +89.9% | +1,865.3% | -1,775.4% | -71.1% |
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