+1,907.2%
CVS vs WMB
+5,535.5%
-3,628.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +4.0% | +0.6% | +3.4% | +3.9% |
| 30D | -2.4% | +3.3% | -5.7% | -2.8% |
| 3M | +2.7% | +3.1% | -0.5% | +2.2% |
| 6M | +21.9% | -0.7% | +22.6% | +21.8% |
| YTD | +24.7% | +25.2% | -0.4% | +21.1% |
| 1Y | +35.4% | +32.9% | +2.6% | +30.4% |
| 3Y | +65.2% | +140.6% | -75.4% | +47.0% |
| 5Y | +30.5% | +273.5% | -242.9% | +9.8% |
| 10Y | +40.4% | +334.2% | -293.8% | +13.1% |
| All | +1,907.2% | +5,535.5% | -3,628.3% | +729.9% |
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