+61.2%
CVS vs WMB
+284.4%
-223.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +10.4% | +8.1% | +2.3% | +8.3% |
| 30D | +3.3% | -6.9% | +10.2% | +5.0% |
| 3M | -4.5% | -5.1% | +0.6% | -3.5% |
| 6M | -4.4% | -5.7% | +1.3% | -3.4% |
| YTD | +16.6% | +18.1% | -1.4% | +11.2% |
| 1Y | +15.3% | +18.4% | -3.1% | +9.8% |
| 3Y | +48.6% | +122.7% | -74.2% | +18.3% |
| 5Y | +12.9% | +202.0% | -189.2% | -17.4% |
| All | +61.2% | +284.4% | -223.2% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 10y: compounded portfolio wealth divided by compounded WMB 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…
10y analysis · Full analysis span regression · 6 months rolling