+55.7%
CVS vs WETO
-99.4%
+155.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.1% | -7.1% | -0.1% |
| 7D | -2.0% | -19.9% | +17.9% | -1.9% |
| 30D | +1.9% | -42.7% | +44.6% | +1.2% |
| 3M | -2.2% | -97.7% | +95.5% | -0.3% |
| 6M | +26.7% | -94.4% | +121.2% | +27.9% |
| YTD | +22.9% | -97.0% | +119.9% | +25.2% |
| 1Y | +32.9% | -98.9% | +131.8% | +37.0% |
| All | +55.7% | -99.4% | +155.1% | +59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling