+1,652.2%
CVS vs WST
+14,518.0%
-12,865.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.8% |
| 7D | -7.1% | -3.1% | -4.0% | -6.6% |
| 30D | -4.0% | +9.1% | -13.1% | -5.6% |
| 3M | -12.2% | +14.7% | -26.9% | -14.5% |
| 6M | -2.2% | +28.0% | -30.2% | -6.9% |
| YTD | +8.9% | +45.6% | -36.7% | +0.8% |
| 1Y | +9.9% | +45.7% | -35.8% | +1.6% |
| 3Y | +32.1% | +21.1% | +11.0% | +19.2% |
| 5Y | +5.7% | +0.3% | +5.4% | -3.1% |
| 10Y | +39.0% | +449.0% | -410.0% | -17.6% |
| All | +1,652.2% | +14,518.0% | -12,865.8% | +449.1% |
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