+5.6%
CVS vs WCN
+16.1%
-10.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.8% | -15.3% | -12.9% |
| 7D | -11.1% | +6.7% | -17.8% | -12.1% |
| 30D | -7.4% | +24.3% | -31.8% | -11.1% |
| 3M | -22.9% | +16.1% | -39.0% | -25.2% |
| 6M | -1.2% | +19.9% | -21.1% | -4.8% |
| YTD | +3.9% | +10.1% | -6.2% | +1.2% |
| 1Y | +5.6% | +14.4% | -8.9% | +1.7% |
| All | +5.6% | +16.1% | -10.5% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling