+1,002.6%
WM vs CVE
+67.4%
+935.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.6% | +9.3% | +2.4% |
| 7D | +5.9% | -12.1% | +18.0% | +7.2% |
| 30D | +15.4% | -9.8% | +25.2% | +16.5% |
| 3M | +6.3% | -0.7% | +7.1% | +6.2% |
| 6M | +5.6% | -4.3% | +9.9% | +5.6% |
| YTD | +9.9% | +70.6% | -60.7% | +3.1% |
| 1Y | +20.8% | +73.2% | -52.3% | +13.1% |
| 3Y | +48.5% | +60.3% | -11.8% | +38.3% |
| 5Y | +60.6% | +159.3% | -98.7% | +38.3% |
| 10Y | +349.8% | +147.4% | +202.4% | +254.1% |
| All | +1,002.6% | +67.4% | +935.2% | +782.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling