+34.2%
CVS vs WSM
+171.2%
-136.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | 0.0% |
| 7D | -2.0% | +0.4% | -2.4% | -2.0% |
| 30D | +1.9% | -10.7% | +12.6% | +2.8% |
| 3M | -2.2% | +8.5% | -10.7% | -2.9% |
| 6M | +26.7% | +19.6% | +7.1% | +24.7% |
| YTD | +22.9% | +26.6% | -3.7% | +20.0% |
| 1Y | +32.9% | +12.0% | +21.0% | +31.1% |
| 3Y | +62.3% | +226.6% | -164.4% | +39.3% |
| 5Y | +34.2% | +174.1% | -139.9% | +15.7% |
| All | +34.2% | +171.2% | -136.9% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 5y: compounded portfolio wealth divided by compounded WSM 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…
5y analysis · Full analysis span regression · 6 months rolling