+63.6%
CVS vs WWD
+164.2%
-100.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.5% |
| 7D | -1.6% | +0.8% | -2.4% | -1.6% |
| 30D | +0.4% | -6.4% | +6.8% | +1.0% |
| 3M | -0.4% | -5.6% | +5.2% | -0.1% |
| 6M | +25.1% | -9.1% | +34.2% | +25.7% |
| YTD | +23.9% | +12.5% | +11.4% | +21.9% |
| 1Y | +41.1% | +41.3% | -0.3% | +36.1% |
| 3Y | +63.6% | +170.2% | -106.6% | +41.9% |
| All | +63.6% | +164.2% | -100.5% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling