+34.2%
CVS vs NWSA
+39.0%
-4.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -2.0% | -4.8% | +2.8% | -1.1% |
| 30D | +1.9% | +3.0% | -1.1% | +1.4% |
| 3M | -2.2% | +9.3% | -11.5% | -3.9% |
| 6M | +26.7% | +23.2% | +3.5% | +21.7% |
| YTD | +22.9% | +13.3% | +9.5% | +19.7% |
| 1Y | +32.9% | +2.9% | +30.0% | +31.6% |
| 3Y | +62.3% | +43.3% | +19.0% | +49.6% |
| 5Y | +34.2% | +40.9% | -6.6% | +20.2% |
| All | +34.2% | +39.0% | -4.8% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling