+332.6%
WELL vs CVE
+159.5%
+173.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.7% | -1.8% |
| 7D | -0.8% | +2.5% | -3.3% | -1.2% |
| 30D | -0.1% | +16.7% | -16.8% | -2.8% |
| 3M | +18.0% | +9.3% | +8.8% | +15.8% |
| 6M | +15.0% | +43.6% | -28.6% | +7.0% |
| YTD | +28.6% | +93.6% | -65.0% | +13.1% |
| 1Y | +42.9% | +98.8% | -55.8% | +24.7% |
| 3Y | +203.0% | +73.6% | +129.4% | +164.9% |
| 5Y | +206.9% | +312.5% | -105.6% | +114.2% |
| All | +332.6% | +159.5% | +173.1% | +140.4% |
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