+1,907.2%
CVS vs WEC
+3,978.4%
-2,071.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +4.0% | -0.3% | +4.2% | +4.0% |
| 30D | -2.4% | -1.3% | -1.1% | -2.0% |
| 3M | +2.7% | -3.9% | +6.6% | +4.0% |
| 6M | +21.9% | -8.3% | +30.2% | +25.4% |
| YTD | +24.7% | +3.1% | +21.7% | +23.2% |
| 1Y | +35.4% | +1.9% | +33.5% | +34.2% |
| 3Y | +65.2% | +41.9% | +23.3% | +44.8% |
| 5Y | +30.5% | +30.8% | -0.2% | +16.8% |
| 10Y | +40.4% | +141.9% | -101.6% | -1.2% |
| All | +1,907.2% | +3,978.4% | -2,071.3% | +455.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling