+55.4%
CVS vs WY
-25.0%
+80.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.5% |
| 7D | -2.0% | -3.7% | +1.7% | -1.2% |
| 30D | +1.9% | -11.3% | +13.2% | +4.5% |
| 3M | -2.2% | -8.1% | +6.0% | -0.6% |
| 6M | +26.7% | -7.4% | +34.2% | +28.3% |
| YTD | +22.9% | -4.7% | +27.6% | +23.4% |
| 1Y | +32.9% | -9.2% | +42.1% | +34.9% |
| All | +55.4% | -25.0% | +80.4% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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