+40.0%
CVS vs WWD
+498.2%
-458.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.9% |
| 7D | -2.2% | -2.6% | +0.4% | -1.6% |
| 30D | -0.1% | -6.9% | +6.9% | +1.4% |
| 3M | -5.2% | -13.0% | +7.8% | -2.7% |
| 6M | +26.9% | -12.5% | +39.3% | +29.4% |
| YTD | +22.1% | +11.8% | +10.2% | +17.6% |
| 1Y | +30.8% | +41.1% | -10.3% | +19.2% |
| 3Y | +54.4% | +163.1% | -108.7% | +18.6% |
| 5Y | +33.4% | +187.6% | -154.3% | -1.9% |
| All | +40.0% | +498.2% | -458.2% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling