+602.1%
WDC vs CVS
+12.8%
+589.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +16.3% | +10.4% | +5.9% | +14.4% |
| 30D | -18.3% | +3.3% | -21.5% | -18.7% |
| 3M | -31.4% | -4.5% | -26.9% | -31.1% |
| 6M | -36.3% | -4.4% | -31.9% | -36.1% |
| YTD | +80.8% | +16.6% | +64.2% | +73.7% |
| 1Y | +87.7% | +15.3% | +72.4% | +80.6% |
| 3Y | +819.4% | +48.6% | +770.9% | +733.4% |
| All | +602.1% | +12.8% | +589.3% | +618.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling