+770.0%
WDC vs CVE
+74.2%
+695.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.7% | -5.2% |
| 7D | +12.1% | +5.9% | +6.1% | +10.1% |
| 30D | -18.8% | -10.9% | -7.9% | -15.9% |
| 3M | -39.3% | -4.5% | -34.8% | -38.8% |
| 6M | -40.1% | -1.0% | -39.2% | -40.5% |
| YTD | +71.8% | +74.7% | -2.9% | +36.1% |
| 1Y | +88.5% | +65.8% | +22.6% | +51.8% |
| 3Y | +770.0% | +73.2% | +696.8% | +561.1% |
| All | +770.0% | +74.2% | +695.8% | +561.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling