+57.1%
CVS vs W
+212.6%
-155.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.7% | +8.1% | +4.6% |
| 7D | -2.6% | +1.1% | -3.7% | -2.8% |
| 30D | +4.0% | +6.4% | -2.4% | +3.5% |
| 3M | -6.3% | +9.0% | -15.3% | -7.0% |
| 6M | -0.4% | +69.8% | -70.2% | -4.0% |
| YTD | +15.6% | +12.1% | +3.5% | +13.5% |
| 1Y | +18.3% | 0.0% | +18.3% | +16.9% |
| 3Y | +47.3% | +160.3% | -113.1% | +34.0% |
| 5Y | +13.2% | -53.3% | +66.5% | +8.7% |
| 10Y | +57.2% | +217.0% | -159.8% | +19.6% |
| All | +57.1% | +212.6% | -155.5% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling