+31.7%
CVS vs NWSA
+2.8%
+28.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -2.0% | -4.8% | +2.8% | -2.0% |
| 30D | +1.9% | +3.0% | -1.1% | +2.0% |
| 3M | -2.2% | +9.3% | -11.5% | -2.1% |
| 6M | +26.7% | +23.2% | +3.5% | +27.1% |
| YTD | +22.9% | +13.3% | +9.5% | +23.8% |
| All | +31.7% | +2.8% | +28.9% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling