+47.5%
WM vs CVE
+59.0%
-11.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.6% | +9.3% | +1.8% |
| 7D | +5.9% | -12.1% | +18.0% | +6.1% |
| 30D | +15.4% | -9.8% | +25.2% | +15.5% |
| 3M | +6.3% | -0.7% | +7.1% | +6.2% |
| 6M | +5.6% | -4.3% | +9.9% | +5.5% |
| YTD | +9.9% | +70.6% | -60.7% | +8.4% |
| 1Y | +20.8% | +73.2% | -52.3% | +19.2% |
| All | +47.5% | +59.0% | -11.4% | +46.2% |
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