+1,770.7%
CVS vs WMB
+5,176.1%
-3,405.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.3% |
| 7D | +12.0% | +1.6% | +10.4% | +11.7% |
| 30D | +2.8% | -7.1% | +9.8% | +3.7% |
| 3M | -3.6% | -4.0% | +0.4% | -3.2% |
| 6M | -1.6% | -5.7% | +4.1% | -1.1% |
| YTD | +16.3% | +17.2% | -0.9% | +13.7% |
| 1Y | +15.5% | +17.2% | -1.7% | +12.9% |
| 3Y | +48.1% | +121.1% | -72.9% | +33.1% |
| 5Y | +12.3% | +197.2% | -184.9% | -3.0% |
| 10Y | +62.7% | +280.9% | -218.2% | +33.2% |
| All | +1,770.7% | +5,176.1% | -3,405.4% | +679.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling