+61.2%
CVS vs WST
+449.7%
-388.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +10.4% | +4.9% | +5.5% | +9.8% |
| 30D | +3.3% | +10.7% | -7.4% | +2.0% |
| 3M | -4.5% | +16.8% | -21.3% | -6.3% |
| 6M | -4.4% | +32.0% | -36.3% | -7.6% |
| YTD | +16.6% | +49.9% | -33.3% | +10.7% |
| 1Y | +15.3% | +50.6% | -35.3% | +9.3% |
| 3Y | +48.6% | +21.4% | +27.1% | +39.6% |
| 5Y | +12.9% | -0.6% | +13.5% | +8.9% |
| All | +61.2% | +449.7% | -388.5% | -1.2% |
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