+1,767.1%
CVS vs GWW
+16,336.7%
-14,569.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | +6.6% | +3.6% | +3.0% | +5.5% |
| 30D | -0.4% | +12.1% | -12.6% | -4.1% |
| 3M | -5.3% | +12.9% | -18.2% | -9.1% |
| 6M | -7.7% | +19.3% | -27.0% | -13.1% |
| YTD | +16.0% | +48.7% | -32.7% | +1.9% |
| 1Y | +16.2% | +60.5% | -44.3% | -0.3% |
| 3Y | +47.6% | +93.3% | -45.7% | +18.1% |
| 5Y | +12.3% | +219.0% | -206.6% | -24.2% |
| 10Y | +62.4% | +659.0% | -596.6% | -19.4% |
| All | +1,767.1% | +16,336.7% | -14,569.6% | +228.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling