+391.1%
CVS vs WBD
+291.3%
+99.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -1.6% | -0.7% | -0.9% | -1.5% |
| 30D | +0.4% | +5.0% | -4.6% | -0.4% |
| 3M | -0.4% | +6.2% | -6.7% | -1.5% |
| 6M | +25.1% | +0.6% | +24.5% | +24.9% |
| YTD | +23.9% | -2.4% | +26.3% | +24.2% |
| 1Y | +41.1% | +127.7% | -86.6% | +21.5% |
| 3Y | +63.6% | +148.4% | -84.8% | +32.1% |
| 5Y | +31.5% | +4.2% | +27.3% | +18.8% |
| 10Y | +40.5% | +10.8% | +29.7% | +13.0% |
| All | +391.1% | +291.3% | +99.9% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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