+41.0%
CVS vs WPM
+545.0%
-504.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | 0.0% |
| 7D | -2.0% | -3.6% | +1.6% | -1.9% |
| 30D | +1.9% | +12.5% | -10.6% | +1.6% |
| 3M | -2.2% | +40.6% | -42.8% | -3.1% |
| 6M | +26.7% | +0.5% | +26.2% | +26.5% |
| YTD | +22.9% | +29.0% | -6.2% | +21.9% |
| 1Y | +32.9% | +43.8% | -10.9% | +31.6% |
| 3Y | +62.3% | +266.3% | -204.0% | +56.9% |
| 5Y | +34.2% | +255.1% | -220.9% | +29.1% |
| All | +41.0% | +545.0% | -504.0% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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