+8,268.6%
WFC vs CVS
+1,802.6%
+6,466.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +1.7% | +10.4% | -8.7% | -1.7% |
| 30D | +6.8% | +3.3% | +3.6% | +5.0% |
| 3M | -3.0% | -4.5% | +1.5% | -2.2% |
| 6M | +15.4% | -4.4% | +19.8% | +15.8% |
| YTD | -5.9% | +16.6% | -22.5% | -12.9% |
| 1Y | +1.7% | +15.3% | -13.7% | -5.6% |
| 3Y | +124.9% | +48.6% | +76.3% | +83.4% |
| 5Y | +90.5% | +12.9% | +77.6% | +70.3% |
| 10Y | +117.8% | +63.2% | +54.6% | +67.6% |
| All | +8,268.6% | +1,802.6% | +6,466.0% | +2,710.3% |
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