+28.1%
CVS vs SW
+40.4%
-12.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.8% |
| 7D | -10.0% | +4.7% | -14.6% | -10.3% |
| 30D | -5.2% | +5.0% | -10.2% | -5.7% |
| 3M | -17.4% | -7.3% | -10.0% | -16.9% |
| 6M | +2.1% | +15.0% | -12.8% | +0.5% |
| YTD | +5.6% | +18.5% | -12.9% | +3.5% |
| 1Y | +6.7% | +27.1% | -20.4% | +4.0% |
| All | +28.1% | +40.4% | -12.2% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling