+130.7%
WFC vs CVS
+64.7%
+66.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | +1.1% | -1.6% | +2.6% | +1.3% |
| 30D | +0.8% | +0.4% | +0.4% | +0.7% |
| 3M | +9.3% | -0.4% | +9.7% | +9.3% |
| 6M | +10.6% | +25.1% | -14.5% | +6.3% |
| YTD | -4.1% | +23.9% | -28.0% | -8.0% |
| 1Y | +13.6% | +41.1% | -27.5% | +6.1% |
| 3Y | +130.7% | +63.6% | +67.1% | +99.9% |
| All | +130.7% | +64.7% | +66.0% | +99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling