+15.5%
CVS vs W
+2.1%
+13.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.6% |
| 7D | +12.0% | -7.4% | +19.3% | +11.9% |
| 30D | +2.8% | +7.8% | -5.1% | +2.6% |
| 3M | -3.6% | +10.9% | -14.5% | -3.7% |
| 6M | -1.6% | +86.4% | -88.1% | -3.8% |
| YTD | +16.3% | +14.0% | +2.3% | +17.6% |
| 1Y | +15.5% | +3.5% | +12.0% | +19.6% |
| All | +15.5% | +2.1% | +13.4% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling