+365.8%
CVS vs WU
-19.6%
+385.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +4.0% | -0.8% | +4.8% | +4.1% |
| 30D | -2.4% | -1.1% | -1.3% | -2.2% |
| 3M | +2.7% | -3.9% | +6.5% | +2.6% |
| 6M | +21.9% | -20.7% | +42.5% | +28.1% |
| YTD | +24.7% | -18.4% | +43.1% | +29.8% |
| 1Y | +35.4% | -8.1% | +43.5% | +35.3% |
| 3Y | +65.2% | -24.2% | +89.3% | +71.8% |
| 5Y | +30.5% | -50.4% | +81.0% | +51.5% |
| 10Y | +40.4% | -40.0% | +80.4% | +50.5% |
| All | +365.8% | -19.6% | +385.3% | +316.2% |
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