+1,907.2%
CVS vs WM
+26,336.4%
-24,429.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.3% |
| 7D | +4.0% | -0.3% | +4.3% | +4.0% |
| 30D | -2.4% | -2.4% | 0.0% | -2.0% |
| 3M | +2.7% | +0.4% | +2.2% | +2.5% |
| 6M | +21.9% | -9.5% | +31.4% | +23.8% |
| YTD | +24.7% | +0.5% | +24.2% | +24.4% |
| 1Y | +35.4% | -1.1% | +36.5% | +35.3% |
| 3Y | +65.2% | +46.0% | +19.2% | +53.7% |
| 5Y | +30.5% | +51.8% | -21.3% | +20.5% |
| 10Y | +40.4% | +307.5% | -267.1% | +11.7% |
| All | +1,907.2% | +26,336.4% | -24,429.2% | +1,156.8% |
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