+32.1%
CVS vs WM
+47.1%
-15.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.6% |
| 7D | -7.1% | +1.2% | -8.3% | -7.5% |
| 30D | -4.0% | +13.1% | -17.1% | -7.0% |
| 3M | -12.2% | +3.6% | -15.9% | -13.3% |
| 6M | -2.2% | +8.1% | -10.2% | -4.5% |
| YTD | +8.9% | +8.9% | 0.0% | +6.1% |
| 1Y | +9.9% | +20.3% | -10.5% | +4.3% |
| 3Y | +32.1% | +46.2% | -14.1% | +32.0% |
| All | +32.1% | +47.1% | -15.0% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling