+62.8%
CVE vs WWD
+1,252.0%
-1,189.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.0% | +3.2% | +0.3% |
| 7D | -14.1% | -2.6% | -11.5% | -13.3% |
| 30D | -11.6% | -7.7% | -3.9% | -8.5% |
| 3M | 0.0% | -17.7% | +17.8% | +9.2% |
| 6M | -8.4% | -15.9% | +7.5% | -3.9% |
| YTD | +65.9% | +1.8% | +64.1% | +52.6% |
| 1Y | +69.4% | +17.4% | +52.0% | +42.1% |
| 3Y | +55.9% | +137.1% | -81.2% | -16.8% |
| 5Y | +146.2% | +162.4% | -16.2% | +18.1% |
| 10Y | +140.6% | +452.5% | -311.9% | -22.7% |
| All | +62.8% | +1,252.0% | -1,189.2% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling