+22.3%
WM vs CVE
+68.4%
-46.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.2% |
| 7D | +4.5% | -14.1% | +18.6% | +4.9% |
| 30D | +16.1% | -11.6% | +27.7% | +16.2% |
| 3M | +8.0% | 0.0% | +8.0% | +7.4% |
| 6M | +8.4% | -8.4% | +16.8% | +8.6% |
| YTD | +11.2% | +65.9% | -54.7% | +6.2% |
| 1Y | +22.3% | +69.4% | -47.1% | +16.8% |
| All | +22.3% | +68.4% | -46.1% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling