+5.6%
CVS vs WING
-23.2%
+28.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +3.7% | -16.3% | -12.5% |
| 7D | -11.1% | +21.0% | -32.1% | -11.0% |
| 30D | -7.4% | +56.9% | -64.3% | -7.4% |
| 3M | -22.9% | +38.4% | -61.2% | -22.8% |
| 6M | -1.2% | +12.0% | -13.2% | -1.1% |
| YTD | +3.9% | -29.2% | +33.1% | +1.1% |
| 1Y | +5.6% | -28.8% | +34.4% | +1.5% |
| All | +5.6% | -23.2% | +28.7% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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