+55.6%
CVS vs NWSA
+44.1%
+11.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.9% | -3.1% | +1.2% | -1.5% |
| 30D | -0.3% | +4.3% | -4.6% | -0.9% |
| 3M | -1.1% | +9.2% | -10.3% | -2.6% |
| 6M | +23.7% | +21.6% | +2.1% | +19.5% |
| YTD | +23.0% | +14.2% | +8.8% | +20.2% |
| 1Y | +37.2% | +1.8% | +35.4% | +37.2% |
| All | +55.6% | +44.1% | +11.5% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling