+13.2%
CVS vs W
-54.7%
+67.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.7% | +8.1% | +4.5% |
| 7D | -2.6% | +1.1% | -3.7% | -2.7% |
| 30D | +4.0% | +6.4% | -2.4% | +3.7% |
| 3M | -6.3% | +9.0% | -15.3% | -6.7% |
| 6M | -0.4% | +69.8% | -70.2% | -2.7% |
| YTD | +15.6% | +12.1% | +3.5% | +14.3% |
| 1Y | +18.3% | 0.0% | +18.3% | +17.5% |
| 3Y | +47.3% | +160.3% | -113.1% | +38.7% |
| 5Y | +13.2% | -53.3% | +66.5% | -2.4% |
| All | +13.2% | -54.7% | +67.9% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling