+407.8%
CVS vs WPM
+5,967.5%
-5,559.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +4.0% | +1.1% | +2.9% | +3.9% |
| 30D | -2.4% | +26.4% | -28.8% | -3.7% |
| 3M | +2.7% | +20.8% | -18.2% | +1.4% |
| 6M | +21.9% | +1.1% | +20.8% | +21.3% |
| YTD | +24.7% | +32.5% | -7.7% | +22.2% |
| 1Y | +35.4% | +51.5% | -16.1% | +31.6% |
| 3Y | +65.2% | +267.0% | -201.8% | +52.0% |
| 5Y | +30.5% | +250.1% | -219.6% | +19.8% |
| 10Y | +40.4% | +540.4% | -500.0% | +22.3% |
| All | +407.8% | +5,967.5% | -5,559.7% | +310.0% |
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