+2,330.9%
CVS vs WAT
+10,816.8%
-8,485.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | +4.0% | -1.3% | +5.2% | +4.2% |
| 30D | -2.4% | +2.3% | -4.7% | -2.9% |
| 3M | +2.7% | +8.7% | -6.1% | +0.9% |
| 6M | +21.9% | +28.3% | -6.4% | +15.5% |
| YTD | +24.7% | +7.8% | +17.0% | +21.8% |
| 1Y | +35.4% | +36.6% | -1.2% | +26.3% |
| 3Y | +65.2% | +45.7% | +19.5% | +48.3% |
| 5Y | +30.5% | -3.3% | +33.9% | +25.0% |
| 10Y | +40.4% | +162.1% | -121.7% | +9.9% |
| All | +2,330.9% | +10,816.8% | -8,485.9% | +984.9% |
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