+17,845.4%
WDC vs CVS
+1,935.3%
+15,910.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.3% | +6.0% |
| 7D | +1.7% | +4.0% | -2.2% | +0.5% |
| 30D | -10.0% | -2.4% | -7.6% | -9.3% |
| 3M | -18.8% | +2.7% | -21.4% | -19.7% |
| 6M | +79.0% | +21.9% | +57.2% | +66.9% |
| YTD | +171.6% | +24.7% | +146.8% | +150.1% |
| 1Y | +417.4% | +35.4% | +381.9% | +363.4% |
| 3Y | +1,251.8% | +65.2% | +1,186.6% | +986.4% |
| 5Y | +911.7% | +30.5% | +881.1% | +769.9% |
| 10Y | +1,399.6% | +40.4% | +1,359.3% | +1,123.6% |
| All | +17,845.4% | +1,935.3% | +15,910.1% | +5,252.2% |
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