-2.2%
CVS vs WM
+6.8%
-9.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.5% |
| 7D | -7.1% | +1.2% | -8.3% | -7.5% |
| 30D | -4.0% | +13.1% | -17.1% | -7.3% |
| 3M | -12.2% | +3.6% | -15.9% | -14.2% |
| 6M | -2.2% | +8.1% | -10.2% | -4.6% |
| All | -2.2% | +6.8% | -9.0% | -4.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling