+5.6%
CVS vs SW
+29.5%
-24.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +4.1% | -16.6% | -12.8% |
| 7D | -11.1% | +12.1% | -23.2% | -12.0% |
| 30D | -7.4% | +6.6% | -14.0% | -8.0% |
| 3M | -22.9% | -6.0% | -16.9% | -22.4% |
| 6M | -1.2% | +21.5% | -22.7% | -3.8% |
| YTD | +3.9% | +20.3% | -16.5% | +0.7% |
| 1Y | +5.6% | +28.1% | -22.6% | +1.1% |
| All | +5.6% | +29.5% | -24.0% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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