+41.9%
CVS vs WST
+325.7%
-283.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -1.9% | -1.7% | -0.2% | -1.7% |
| 30D | -0.3% | -4.3% | +4.0% | +0.2% |
| 3M | -1.1% | +0.7% | -1.9% | -1.3% |
| 6M | +23.7% | +36.0% | -12.3% | +19.0% |
| YTD | +23.0% | +22.7% | +0.2% | +19.6% |
| 1Y | +37.2% | +34.1% | +3.1% | +31.8% |
| 3Y | +62.4% | -13.6% | +76.0% | +60.9% |
| 5Y | +31.8% | -26.0% | +57.8% | +33.3% |
| 10Y | +41.9% | +335.8% | -293.9% | -10.6% |
| All | +41.9% | +325.7% | -283.8% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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