+35.4%
CVS vs WETO
-98.9%
+134.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -20.8% | +20.3% | -0.5% |
| 7D | +4.0% | -55.4% | +59.4% | +3.9% |
| 30D | -2.4% | -48.5% | +46.1% | -2.9% |
| 3M | +2.7% | -97.5% | +100.2% | +4.8% |
| 6M | +21.9% | -94.2% | +116.1% | +24.7% |
| YTD | +24.7% | -97.0% | +121.8% | +28.8% |
| 1Y | +35.4% | -98.9% | +134.4% | +40.0% |
| All | +35.4% | -98.9% | +134.3% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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