+73.4%
WBD vs CVE
+89.9%
-16.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -1.8% | +2.5% | -4.3% | -2.4% |
| 30D | +8.8% | +16.7% | -8.0% | +4.6% |
| 3M | +4.6% | +9.3% | -4.6% | +1.9% |
| 6M | +1.1% | +43.6% | -42.5% | -8.5% |
| YTD | -2.0% | +93.6% | -95.6% | -18.0% |
| 1Y | +140.0% | +98.8% | +41.3% | +98.7% |
| 3Y | +144.4% | +73.6% | +70.8% | +106.1% |
| 5Y | -0.2% | +312.5% | -312.7% | -33.7% |
| 10Y | +9.1% | +161.0% | -151.9% | -31.3% |
| All | +73.4% | +89.9% | -16.5% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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