+192.2%
CVS vs SW
+743.1%
-550.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +4.1% | -16.6% | -12.7% |
| 7D | -11.1% | +12.1% | -23.2% | -11.5% |
| 30D | -7.4% | +6.6% | -14.0% | -7.7% |
| 3M | -22.9% | -6.0% | -16.9% | -22.7% |
| 6M | -1.2% | +21.5% | -22.7% | -2.1% |
| YTD | +3.9% | +20.3% | -16.5% | +2.8% |
| 1Y | +5.6% | +28.1% | -22.6% | +4.3% |
| 3Y | +27.5% | +51.6% | -24.1% | +24.7% |
| 5Y | 0.0% | -0.1% | +0.2% | -1.8% |
| 10Y | +32.6% | +189.7% | -157.2% | +25.6% |
| All | +192.2% | +743.1% | -550.9% | +176.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling