+1,381.3%
WDC vs CVE
+159.5%
+1,221.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.3% | +7.2% | +6.3% |
| 7D | +1.7% | +2.5% | -0.8% | +0.9% |
| 30D | -10.0% | +16.7% | -26.7% | -14.2% |
| 3M | -18.8% | +9.3% | -28.0% | -21.2% |
| 6M | +79.0% | +43.6% | +35.4% | +58.6% |
| YTD | +171.6% | +93.6% | +78.0% | +119.1% |
| 1Y | +417.4% | +98.8% | +318.6% | +311.6% |
| 3Y | +1,251.8% | +73.6% | +1,178.2% | +996.8% |
| 5Y | +911.7% | +312.5% | +599.2% | +512.1% |
| All | +1,381.3% | +159.5% | +1,221.9% | +650.3% |
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