+1,228.2%
WDC vs CVS
+42.0%
+1,186.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | +4.4% | -2.0% | +6.4% | +5.1% |
| 30D | +5.3% | +1.9% | +3.4% | +4.5% |
| 3M | -5.9% | -2.2% | -3.7% | -5.6% |
| 6M | +73.2% | +26.7% | +46.5% | +58.3% |
| YTD | +167.8% | +22.9% | +145.0% | +145.9% |
| 1Y | +386.0% | +32.9% | +353.1% | +333.8% |
| 3Y | +1,309.7% | +62.3% | +1,247.4% | +1,009.6% |
| 5Y | +957.1% | +34.2% | +922.9% | +790.5% |
| All | +1,228.2% | +42.0% | +1,186.2% | +896.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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