+372.4%
CVS vs WPM
+5,046.3%
-4,673.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +6.6% | -3.6% | +10.1% | +6.7% |
| 30D | -0.4% | +1.4% | -1.9% | -0.7% |
| 3M | -5.3% | -0.2% | -5.1% | -5.5% |
| 6M | -7.7% | -7.3% | -0.4% | -7.8% |
| YTD | +16.0% | +12.3% | +3.7% | +14.4% |
| 1Y | +16.2% | +24.9% | -8.7% | +13.9% |
| 3Y | +47.6% | +210.4% | -162.8% | +36.8% |
| 5Y | +12.3% | +210.4% | -198.0% | +3.5% |
| 10Y | +62.4% | +731.7% | -669.3% | +39.0% |
| All | +372.4% | +5,046.3% | -4,673.9% | +283.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling