+5.7%
CVS vs SW
-2.6%
+8.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.9% | +4.0% | +3.1% |
| 7D | -7.1% | +2.3% | -9.4% | -7.2% |
| 30D | -4.0% | +6.8% | -10.8% | -4.3% |
| 3M | -12.2% | -5.2% | -7.0% | -12.1% |
| 6M | -2.2% | +7.4% | -9.6% | -2.8% |
| YTD | +8.9% | +17.4% | -8.5% | +7.7% |
| 1Y | +9.9% | +27.1% | -17.2% | +8.3% |
| 3Y | +32.1% | +47.9% | -15.8% | +29.6% |
| All | +5.7% | -2.6% | +8.3% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling