+1,652.2%
CVS vs WM
+28,547.2%
-26,895.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.5% |
| 7D | -7.1% | +1.2% | -8.3% | -7.4% |
| 30D | -4.0% | +13.1% | -17.1% | -6.1% |
| 3M | -12.2% | +3.6% | -15.9% | -12.9% |
| 6M | -2.2% | +8.1% | -10.2% | -3.7% |
| YTD | +8.9% | +8.9% | 0.0% | +7.0% |
| 1Y | +9.9% | +20.3% | -10.5% | +6.0% |
| 3Y | +32.1% | +46.2% | -14.1% | +22.8% |
| 5Y | +5.7% | +59.9% | -54.2% | -3.4% |
| 10Y | +39.0% | +345.6% | -306.6% | +8.8% |
| All | +1,652.2% | +28,547.2% | -26,895.0% | +980.8% |
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