+41.1%
CVS vs WAT
+168.6%
-127.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.9% | -1.8% | -0.1% | -1.5% |
| 30D | -0.3% | -1.7% | +1.4% | 0.0% |
| 3M | -1.1% | +9.1% | -10.2% | -3.2% |
| 6M | +23.7% | +32.4% | -8.7% | +15.2% |
| YTD | +23.0% | +6.6% | +16.4% | +20.1% |
| 1Y | +37.2% | +34.7% | +2.4% | +26.4% |
| 3Y | +62.4% | +53.6% | +8.9% | +37.5% |
| 5Y | +31.8% | -4.1% | +35.9% | +27.0% |
| All | +41.1% | +168.6% | -127.5% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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