+333.3%
CVS vs WU
-21.8%
+355.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.9% |
| 7D | +6.6% | -2.0% | +8.6% | +7.1% |
| 30D | -0.4% | +11.4% | -11.8% | -3.8% |
| 3M | -5.3% | -6.8% | +1.6% | -3.8% |
| 6M | -7.7% | -14.6% | +6.9% | -5.1% |
| YTD | +16.0% | -20.6% | +36.7% | +21.2% |
| 1Y | +16.2% | -15.4% | +31.6% | +18.9% |
| 3Y | +47.6% | -23.6% | +71.2% | +52.8% |
| 5Y | +12.3% | -43.4% | +55.7% | +24.6% |
| 10Y | +62.4% | -38.8% | +101.2% | +72.6% |
| All | +333.3% | -21.8% | +355.1% | +288.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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