+143.5%
CVE vs WWD
+468.3%
-324.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.3% | +1.4% | +2.0% |
| 7D | +0.1% | +3.7% | -3.7% | -1.9% |
| 30D | -10.8% | +1.8% | -12.6% | -12.2% |
| 3M | -4.3% | -5.0% | +0.6% | -2.9% |
| 6M | -1.5% | -8.4% | +6.9% | -0.9% |
| YTD | +70.7% | +12.3% | +58.4% | +47.9% |
| 1Y | +58.1% | +26.2% | +31.9% | +26.0% |
| 3Y | +69.8% | +154.6% | -84.7% | -17.6% |
| 5Y | +148.9% | +195.3% | -46.3% | +3.5% |
| 10Y | +143.5% | +466.3% | -322.8% | -29.7% |
| All | +143.5% | +468.3% | -324.8% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling