+547.2%
CVS vs WCC
+1,563.0%
-1,015.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | +6.6% | +9.9% | -3.4% | +5.0% |
| 30D | -0.4% | -8.4% | +8.0% | +0.7% |
| 3M | -5.3% | -10.3% | +5.1% | -4.2% |
| 6M | -7.7% | -10.5% | +2.8% | -7.2% |
| YTD | +16.0% | +32.2% | -16.1% | +9.5% |
| 1Y | +16.2% | +25.5% | -9.3% | +10.5% |
| 3Y | +47.6% | +134.7% | -87.1% | +23.4% |
| 5Y | +12.3% | +139.9% | -127.6% | -9.1% |
| 10Y | +62.4% | +433.5% | -371.1% | +8.6% |
| All | +547.2% | +1,563.0% | -1,015.8% | +207.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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