+642.9%
WDC vs CVE
+149.3%
+493.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.7% | -5.2% |
| 7D | +12.1% | +5.9% | +6.1% | +10.2% |
| 30D | -18.8% | -10.9% | -7.9% | -15.9% |
| 3M | -39.3% | -4.5% | -34.8% | -38.7% |
| 6M | -40.1% | -1.0% | -39.2% | -40.6% |
| YTD | +71.8% | +74.7% | -2.9% | +42.3% |
| 1Y | +88.5% | +65.8% | +22.6% | +58.1% |
| 3Y | +770.0% | +73.2% | +696.8% | +605.9% |
| 5Y | +549.0% | +155.6% | +393.4% | +350.9% |
| All | +642.9% | +149.3% | +493.6% | +283.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling