+345.7%
WM vs CVE
+137.5%
+208.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.4% |
| 7D | +4.5% | -14.1% | +18.6% | +5.6% |
| 30D | +16.1% | -11.6% | +27.7% | +17.0% |
| 3M | +8.0% | 0.0% | +8.0% | +7.8% |
| 6M | +8.4% | -8.4% | +16.8% | +8.8% |
| YTD | +11.2% | +65.9% | -54.7% | +6.4% |
| 1Y | +22.3% | +69.4% | -47.1% | +16.7% |
| 3Y | +50.2% | +55.9% | -5.7% | +42.9% |
| 5Y | +63.3% | +146.2% | -82.9% | +47.2% |
| All | +345.7% | +137.5% | +208.1% | +258.9% |
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