+31.9%
CVS vs SW
-2.3%
+34.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.7% | -0.5% |
| 7D | +4.0% | -5.1% | +9.0% | +4.2% |
| 30D | -2.4% | -4.6% | +2.2% | -2.2% |
| 3M | +2.7% | +9.4% | -6.7% | +2.0% |
| 6M | +21.9% | +3.5% | +18.4% | +21.3% |
| YTD | +24.7% | +22.0% | +2.7% | +23.2% |
| 1Y | +35.4% | +2.2% | +33.2% | +34.5% |
| 3Y | +65.2% | +19.6% | +45.6% | +62.7% |
| All | +31.9% | -2.3% | +34.2% | +26.8% |
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