+583.6%
WDC vs CVE
+136.1%
+447.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.3% |
| 7D | -28.0% | -16.1% | -11.8% | -23.9% |
| 30D | -34.9% | -10.4% | -24.6% | -32.8% |
| 3M | -41.6% | -2.4% | -39.2% | -41.4% |
| 6M | -45.4% | -4.4% | -40.9% | -45.2% |
| YTD | +53.3% | +64.9% | -11.7% | +29.1% |
| 1Y | +61.5% | +66.0% | -4.5% | +35.4% |
| 3Y | +712.3% | +57.7% | +654.7% | +577.3% |
| 5Y | +524.2% | +144.7% | +379.5% | +339.1% |
| All | +583.6% | +136.1% | +447.4% | +254.4% |
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