+40.0%
CVS vs WEC
+146.6%
-106.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -2.2% | -0.6% | -1.6% | -2.0% |
| 30D | -0.1% | -2.6% | +2.6% | +0.8% |
| 3M | -5.2% | -6.0% | +0.8% | -3.2% |
| 6M | +26.9% | -5.4% | +32.3% | +29.1% |
| YTD | +22.1% | +2.5% | +19.6% | +20.8% |
| 1Y | +30.8% | -0.7% | +31.5% | +30.8% |
| 3Y | +54.4% | +38.7% | +15.7% | +37.0% |
| 5Y | +33.4% | +31.7% | +1.7% | +19.7% |
| All | +40.0% | +146.6% | -106.5% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling