+1,978.7%
CVS vs WWD
+15,408.5%
-13,429.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.7% |
| 7D | +4.0% | +1.3% | +2.7% | +3.7% |
| 30D | -2.4% | -7.2% | +4.8% | -1.1% |
| 3M | +2.7% | -3.8% | +6.5% | +3.0% |
| 6M | +21.9% | -9.9% | +31.8% | +23.3% |
| YTD | +24.7% | +14.8% | +9.9% | +20.4% |
| 1Y | +35.4% | +42.1% | -6.6% | +25.1% |
| 3Y | +65.2% | +170.8% | -105.6% | +32.6% |
| 5Y | +30.5% | +197.5% | -167.0% | +1.4% |
| 10Y | +40.4% | +477.8% | -437.4% | -7.8% |
| All | +1,978.7% | +15,408.5% | -13,429.8% | +766.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling