+595.8%
CVS vs WCC
+1,713.7%
-1,118.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.3% | -1.0% |
| 7D | +4.0% | +4.5% | -0.5% | +3.2% |
| 30D | -2.4% | -5.8% | +3.4% | -1.7% |
| 3M | +2.7% | -3.7% | +6.3% | +2.7% |
| 6M | +21.9% | +23.1% | -1.2% | +16.9% |
| YTD | +24.7% | +44.2% | -19.4% | +16.7% |
| 1Y | +35.4% | +62.1% | -26.6% | +23.9% |
| 3Y | +65.2% | +121.1% | -55.9% | +39.8% |
| 5Y | +30.5% | +214.0% | -183.4% | +1.6% |
| 10Y | +40.4% | +472.8% | -432.4% | -6.9% |
| All | +595.8% | +1,713.7% | -1,118.0% | +227.9% |
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