+128.3%
WFC vs CVS
+31.0%
+97.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.7% | +2.1% |
| 7D | +0.4% | -1.9% | +2.4% | +0.9% |
| 30D | +2.5% | -0.3% | +2.8% | +2.5% |
| 3M | +10.0% | -1.1% | +11.1% | +10.1% |
| 6M | +15.1% | +23.7% | -8.6% | +8.0% |
| YTD | -2.2% | +23.0% | -25.2% | -8.7% |
| 1Y | +13.5% | +37.2% | -23.7% | +2.2% |
| 3Y | +135.2% | +62.4% | +72.8% | +92.4% |
| 5Y | +128.3% | +31.8% | +96.5% | +107.6% |
| All | +128.3% | +31.0% | +97.3% | +107.6% |
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