+90.0%
WBD vs CVE
+85.5%
+4.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +4.4% | +9.3% | +12.6% |
| 7D | +13.7% | +4.4% | +9.3% | +12.6% |
| 30D | +13.7% | +4.4% | +9.3% | +12.6% |
| 3M | +13.7% | +4.4% | +9.3% | +12.6% |
| 6M | +13.3% | +19.7% | -6.4% | +8.3% |
| YTD | +7.4% | +89.1% | -81.7% | -9.0% |
| 1Y | +63.0% | +88.4% | -25.5% | +38.0% |
| 3Y | +206.7% | +77.4% | +129.3% | +159.6% |
| 5Y | +18.4% | +226.9% | -208.5% | -16.2% |
| 10Y | +11.8% | +156.6% | -144.8% | -28.7% |
| All | +90.0% | +85.5% | +4.5% | +22.1% |
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