+5.7%
CVS vs WST
-0.1%
+5.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +3.0% |
| 7D | -7.1% | -3.1% | -4.0% | -7.0% |
| 30D | -4.0% | +9.1% | -13.1% | -4.4% |
| 3M | -12.2% | +14.7% | -26.9% | -12.8% |
| 6M | -2.2% | +28.0% | -30.2% | -3.3% |
| YTD | +8.9% | +45.6% | -36.7% | +6.9% |
| 1Y | +9.9% | +45.7% | -35.8% | +7.9% |
| 3Y | +32.1% | +21.1% | +11.0% | +28.8% |
| All | +5.7% | -0.1% | +5.8% | +2.7% |
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