+1,907.2%
CVS vs WST
+12,330.1%
-10,423.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +4.0% | +0.7% | +3.2% | +3.8% |
| 30D | -2.4% | -3.1% | +0.7% | -1.8% |
| 3M | +2.7% | +7.2% | -4.6% | +1.2% |
| 6M | +21.9% | +36.8% | -14.9% | +14.5% |
| YTD | +24.7% | +23.8% | +0.9% | +19.1% |
| 1Y | +35.4% | +37.8% | -2.3% | +26.4% |
| 3Y | +65.2% | -15.9% | +81.1% | +60.8% |
| 5Y | +30.5% | -25.8% | +56.4% | +27.5% |
| 10Y | +40.4% | +319.6% | -279.2% | -12.2% |
| All | +1,907.2% | +12,330.1% | -10,423.0% | +548.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling