+584.9%
WDC vs CVE
+135.1%
+449.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.5% | +9.3% | +9.7% |
| 7D | -14.4% | -10.1% | -4.3% | -11.4% |
| 30D | -27.1% | -12.1% | -15.0% | -24.1% |
| 3M | -33.3% | -1.9% | -31.4% | -33.2% |
| 6M | -39.6% | -1.8% | -37.8% | -39.9% |
| YTD | +68.4% | +65.8% | +2.6% | +39.3% |
| 1Y | +78.2% | +60.8% | +17.3% | +48.4% |
| 3Y | +772.0% | +70.1% | +701.9% | +589.5% |
| 5Y | +584.9% | +134.8% | +450.1% | +380.6% |
| All | +584.9% | +135.1% | +449.8% | +380.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling