+62.7%
CVS vs W
+224.5%
-161.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | +12.0% | -7.4% | +19.3% | +12.3% |
| 30D | +2.8% | +7.8% | -5.1% | +2.2% |
| 3M | -3.6% | +10.9% | -14.5% | -4.3% |
| 6M | -1.6% | +86.4% | -88.1% | -5.5% |
| YTD | +16.3% | +14.0% | +2.3% | +14.2% |
| 1Y | +15.5% | +3.5% | +12.0% | +14.0% |
| 3Y | +48.1% | +164.8% | -116.7% | +35.1% |
| 5Y | +12.3% | -53.1% | +65.4% | +8.2% |
| 10Y | +62.7% | +220.4% | -157.8% | +29.9% |
| All | +62.7% | +224.5% | -161.8% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling