+69.5%
CVS vs W
+176.2%
-106.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -0.6% |
| 7D | +4.0% | -4.2% | +8.1% | +4.2% |
| 30D | -2.4% | -7.6% | +5.2% | -2.1% |
| 3M | +2.7% | +37.2% | -34.5% | +0.4% |
| 6M | +21.9% | +26.3% | -4.5% | +19.4% |
| YTD | +24.7% | -1.0% | +25.7% | +23.6% |
| 1Y | +35.4% | +20.1% | +15.4% | +32.3% |
| 3Y | +65.2% | +37.8% | +27.4% | +55.9% |
| 5Y | +30.5% | -63.7% | +94.2% | +27.5% |
| 10Y | +40.4% | +156.3% | -116.0% | +8.2% |
| All | +69.5% | +176.2% | -106.7% | +29.7% |
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