+142.7%
WFC vs CVS
+42.0%
+100.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +0.3% | -2.0% | +2.3% | +1.1% |
| 30D | +2.3% | +1.9% | +0.4% | +1.5% |
| 3M | +9.8% | -2.2% | +11.9% | +10.4% |
| 6M | +15.6% | +26.7% | -11.2% | +4.3% |
| YTD | -2.4% | +22.9% | -25.3% | -11.8% |
| 1Y | +13.8% | +32.9% | -19.1% | -0.8% |
| 3Y | +134.6% | +62.3% | +72.4% | +77.6% |
| 5Y | +127.9% | +34.2% | +93.7% | +87.7% |
| All | +142.7% | +42.0% | +100.7% | +73.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling