+117.7%
CVS vs NWSA
+102.5%
+15.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.2% |
| 7D | +6.6% | +2.2% | +4.4% | +6.0% |
| 30D | -0.4% | -8.8% | +8.3% | +1.3% |
| 3M | -5.3% | -6.5% | +1.2% | -4.3% |
| 6M | -7.7% | +1.5% | -9.2% | -9.1% |
| YTD | +16.0% | +4.0% | +12.0% | +13.1% |
| 1Y | +16.2% | +3.4% | +12.8% | +13.4% |
| 3Y | +47.6% | +34.8% | +12.7% | +32.1% |
| 5Y | +12.3% | +18.4% | -6.0% | +1.8% |
| 10Y | +62.4% | +149.2% | -86.8% | +9.8% |
| All | +117.7% | +102.5% | +15.2% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling