+417.4%
WDC vs CVE
+99.6%
+317.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.3% | +7.2% | +6.0% |
| 7D | +1.7% | +2.5% | -0.8% | +1.5% |
| 30D | -10.0% | +16.7% | -26.7% | -11.2% |
| 3M | -18.8% | +9.3% | -28.0% | -18.6% |
| 6M | +79.0% | +43.6% | +35.4% | +72.5% |
| YTD | +171.6% | +93.6% | +78.0% | +156.4% |
| 1Y | +417.4% | +98.8% | +318.6% | +409.5% |
| All | +417.4% | +99.6% | +317.8% | +409.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling