+134.5%
CVE vs WWD
+461.1%
-326.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -4.0% | -2.3% |
| 7D | -16.1% | +4.2% | -20.3% | -18.2% |
| 30D | -10.4% | -2.1% | -8.2% | -10.0% |
| 3M | -2.4% | -13.2% | +10.8% | +3.8% |
| 6M | -4.4% | -16.9% | +12.4% | +1.2% |
| YTD | +64.9% | +5.2% | +59.7% | +47.8% |
| 1Y | +66.0% | +20.6% | +45.4% | +35.3% |
| 3Y | +57.7% | +146.3% | -88.7% | -22.5% |
| 5Y | +144.7% | +171.3% | -26.6% | +6.7% |
| All | +134.5% | +461.1% | -326.6% | -33.3% |
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