+8,627.7%
WFC vs CVS
+1,935.3%
+6,692.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | +3.8% | +4.0% | -0.2% | +2.4% |
| 30D | +1.5% | -2.4% | +3.9% | +2.3% |
| 3M | +10.9% | +2.7% | +8.2% | +9.6% |
| 6M | +8.4% | +21.9% | -13.4% | +0.5% |
| YTD | -1.9% | +24.7% | -26.6% | -10.5% |
| 1Y | +12.3% | +35.4% | -23.1% | -0.8% |
| 3Y | +132.3% | +65.2% | +67.1% | +83.9% |
| 5Y | +130.1% | +30.5% | +99.5% | +96.9% |
| 10Y | +134.4% | +40.4% | +94.0% | +89.9% |
| All | +8,627.7% | +1,935.3% | +6,692.4% | +2,785.9% |
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 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