+13.5%
CVS vs WM
+62.1%
-48.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | +10.4% | +1.2% | +9.2% | +9.9% |
| 30D | +3.3% | +15.2% | -11.9% | -1.8% |
| 3M | -4.5% | +8.3% | -12.9% | -7.3% |
| 6M | -4.4% | +13.1% | -17.5% | -8.8% |
| YTD | +16.6% | +12.5% | +4.1% | +11.1% |
| 1Y | +15.3% | +21.8% | -6.5% | +6.5% |
| 3Y | +48.6% | +48.8% | -0.2% | +23.9% |
| All | +13.5% | +62.1% | -48.5% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling