+1,893.3%
CVS vs GWW
+14,103.4%
-12,210.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.1% |
| 7D | -1.6% | -1.5% | 0.0% | -1.1% |
| 30D | +0.4% | +1.1% | -0.7% | 0.0% |
| 3M | -0.4% | -1.0% | +0.6% | -0.4% |
| 6M | +25.1% | +16.3% | +8.8% | +19.3% |
| YTD | +23.9% | +28.5% | -4.6% | +14.2% |
| 1Y | +41.1% | +30.3% | +10.8% | +29.3% |
| 3Y | +63.6% | +91.6% | -28.0% | +31.6% |
| 5Y | +31.5% | +224.0% | -192.4% | -11.5% |
| 10Y | +40.5% | +551.3% | -510.8% | -26.8% |
| All | +1,893.3% | +14,103.4% | -12,210.1% | +268.2% |
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