+34.2%
CVS vs WCN
+25.5%
+8.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | -2.0% | -4.4% | +2.5% | -0.7% |
| 30D | +1.9% | -4.4% | +6.4% | +3.2% |
| 3M | -2.2% | +0.5% | -2.7% | -2.6% |
| 6M | +26.7% | -3.3% | +30.0% | +27.4% |
| YTD | +22.9% | -8.5% | +31.4% | +25.4% |
| 1Y | +32.9% | -8.9% | +41.8% | +35.7% |
| 3Y | +62.3% | +18.0% | +44.2% | +49.8% |
| 5Y | +34.2% | +25.0% | +9.2% | +20.6% |
| All | +34.2% | +25.5% | +8.8% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling