+11,253.4%
WDC vs CVS
+1,793.3%
+9,460.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.8% |
| 7D | +12.1% | +6.6% | +5.5% | +9.9% |
| 30D | -18.8% | -0.4% | -18.4% | -18.9% |
| 3M | -39.3% | -5.3% | -34.0% | -38.7% |
| 6M | -40.1% | -7.7% | -32.4% | -39.3% |
| YTD | +71.8% | +16.0% | +55.8% | +61.0% |
| 1Y | +88.5% | +16.2% | +72.3% | +76.6% |
| 3Y | +770.0% | +47.6% | +722.4% | +622.9% |
| 5Y | +549.0% | +12.3% | +536.7% | +483.2% |
| 10Y | +650.3% | +62.4% | +587.9% | +484.7% |
| All | +11,253.4% | +1,793.3% | +9,460.1% | +3,345.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling