+5.6%
CVS vs WM
+21.9%
-16.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.6% | -14.2% | -12.8% |
| 7D | -11.1% | +5.9% | -17.0% | -12.4% |
| 30D | -7.4% | +15.4% | -22.8% | -10.4% |
| 3M | -22.9% | +6.3% | -29.2% | -24.3% |
| 6M | -1.2% | +5.6% | -6.8% | -3.0% |
| YTD | +3.9% | +9.9% | -6.1% | +3.0% |
| 1Y | +5.6% | +20.8% | -15.3% | +5.0% |
| All | +5.6% | +21.9% | -16.3% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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