+31.5%
CVS vs WST
-25.8%
+57.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | +0.4% | -4.6% | +5.0% | +0.6% |
| 3M | -0.4% | +5.7% | -6.1% | -0.7% |
| 6M | +25.1% | +37.6% | -12.4% | +23.3% |
| YTD | +23.9% | +23.0% | +0.8% | +22.5% |
| 1Y | +41.1% | +33.8% | +7.2% | +39.1% |
| 3Y | +63.6% | -13.4% | +77.0% | +64.1% |
| 5Y | +31.5% | -27.0% | +58.5% | +29.7% |
| All | +31.5% | -25.8% | +57.3% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling