+41.0%
CVS vs WAB
+292.7%
-251.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.0% | -0.2% | -1.8% | -1.9% |
| 30D | +1.9% | -5.9% | +7.8% | +3.4% |
| 3M | -2.2% | +9.4% | -11.6% | -4.7% |
| 6M | +26.7% | +13.8% | +12.9% | +21.8% |
| YTD | +22.9% | +31.8% | -8.9% | +13.6% |
| 1Y | +32.9% | +48.5% | -15.6% | +18.8% |
| 3Y | +62.3% | +167.0% | -104.7% | +20.6% |
| 5Y | +34.2% | +222.3% | -188.1% | -7.1% |
| All | +41.0% | +292.7% | -251.7% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling