+2,172.4%
CVS vs WAT
+12,225.3%
-10,052.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.6% |
| 7D | +10.4% | +2.0% | +8.4% | +10.0% |
| 30D | +3.3% | +7.7% | -4.4% | +1.8% |
| 3M | -4.5% | +11.1% | -15.6% | -6.5% |
| 6M | -4.4% | +31.2% | -35.6% | -9.4% |
| YTD | +16.6% | +21.7% | -5.1% | +11.2% |
| 1Y | +15.3% | +19.3% | -4.0% | +10.3% |
| 3Y | +48.6% | +80.6% | -32.0% | +28.2% |
| 5Y | +12.9% | +29.5% | -16.6% | +2.3% |
| 10Y | +63.2% | +225.3% | -162.1% | +23.0% |
| All | +2,172.4% | +12,225.3% | -10,052.9% | +890.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling