+32.2%
CVS vs GWW
+222.0%
-189.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.3% | -0.8% |
| 7D | -2.2% | -3.4% | +1.2% | -1.3% |
| 30D | -0.1% | -1.9% | +1.8% | +0.4% |
| 3M | -5.2% | -2.4% | -2.8% | -4.8% |
| 6M | +26.9% | +15.7% | +11.2% | +22.1% |
| YTD | +22.1% | +27.6% | -5.5% | +14.3% |
| 1Y | +30.8% | +27.2% | +3.6% | +22.4% |
| 3Y | +54.4% | +89.7% | -35.3% | +29.5% |
| All | +32.2% | +222.0% | -189.8% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 5y: compounded portfolio wealth divided by compounded GWW 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…
5y analysis · Full analysis span regression · 6 months rolling