+31.5%
CVS vs W
-63.0%
+94.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | -1.6% | +6.5% | -8.1% | -1.8% |
| 30D | +0.4% | -6.2% | +6.6% | +0.6% |
| 3M | -0.4% | +48.9% | -49.3% | -2.2% |
| 6M | +25.1% | +31.2% | -6.0% | +23.2% |
| YTD | +23.9% | -0.4% | +24.3% | +23.1% |
| 1Y | +41.1% | +14.8% | +26.2% | +39.2% |
| 3Y | +63.6% | +40.5% | +23.1% | +57.1% |
| 5Y | +31.5% | -62.1% | +93.7% | +25.2% |
| All | +31.5% | -63.0% | +94.5% | +25.2% |
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