+1,599.5%
CVS vs WM
+29,154.7%
-27,555.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.5% |
| 7D | -10.0% | +4.5% | -14.5% | -10.7% |
| 30D | -5.2% | +16.1% | -21.3% | -7.7% |
| 3M | -17.4% | +8.0% | -25.4% | -18.5% |
| 6M | +2.1% | +8.4% | -6.3% | +0.5% |
| YTD | +5.6% | +11.2% | -5.6% | +3.4% |
| 1Y | +6.7% | +22.3% | -15.6% | +2.7% |
| 3Y | +29.6% | +50.2% | -20.6% | +19.9% |
| 5Y | +2.5% | +63.3% | -60.8% | -6.6% |
| 10Y | +34.8% | +355.0% | -320.2% | +5.2% |
| All | +1,599.5% | +29,154.7% | -27,555.2% | +944.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling