+12.3%
CVS vs WWD
+191.3%
-179.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | +12.0% | +3.7% | +8.2% | +11.3% |
| 30D | +2.8% | +1.8% | +1.0% | +2.4% |
| 3M | -3.6% | -5.0% | +1.4% | -3.1% |
| 6M | -1.6% | -8.4% | +6.8% | -0.9% |
| YTD | +16.3% | +12.3% | +4.0% | +13.1% |
| 1Y | +15.5% | +26.2% | -10.7% | +10.2% |
| 3Y | +48.1% | +154.6% | -106.5% | +22.3% |
| 5Y | +12.3% | +195.3% | -182.9% | -12.4% |
| All | +12.3% | +191.3% | -179.0% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling