+63.6%
CVS vs WAT
+49.0%
+14.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -1.6% | -0.7% | -0.8% | -1.5% |
| 30D | +0.4% | -1.0% | +1.4% | +0.4% |
| 3M | -0.4% | +10.9% | -11.3% | -1.0% |
| 6M | +25.1% | +33.2% | -8.0% | +22.9% |
| YTD | +23.9% | +6.1% | +17.8% | +23.7% |
| 1Y | +41.1% | +30.2% | +10.8% | +39.1% |
| 3Y | +63.6% | +52.9% | +10.8% | +60.7% |
| All | +63.6% | +49.0% | +14.6% | +60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling