+785.6%
CVS vs WCN
+6,839.3%
-6,053.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | +4.0% | -0.6% | +4.6% | +4.1% |
| 30D | -2.4% | +0.4% | -2.8% | -2.5% |
| 3M | +2.7% | +7.3% | -4.7% | +1.0% |
| 6M | +21.9% | -2.5% | +24.4% | +22.2% |
| YTD | +24.7% | -5.4% | +30.1% | +25.7% |
| 1Y | +35.4% | -8.5% | +43.9% | +37.2% |
| 3Y | +65.2% | +20.8% | +44.4% | +57.4% |
| 5Y | +30.5% | +30.0% | +0.5% | +22.2% |
| 10Y | +40.4% | +238.4% | -198.0% | +10.4% |
| All | +785.6% | +6,839.3% | -6,053.8% | +416.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling