+8,919.3%
WMT vs CVS
+1,921.2%
+6,998.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | +0.1% | -1.6% | +1.7% | +0.6% |
| 30D | -5.0% | +0.4% | -5.3% | -5.1% |
| 3M | -11.3% | -0.4% | -10.9% | -11.4% |
| 6M | -13.8% | +25.1% | -38.9% | -19.5% |
| YTD | -4.2% | +23.9% | -28.1% | -10.8% |
| 1Y | +4.6% | +41.1% | -36.5% | -6.4% |
| 3Y | +100.5% | +63.6% | +36.9% | +66.0% |
| 5Y | +129.7% | +31.5% | +98.2% | +99.9% |
| 10Y | +423.4% | +40.5% | +382.9% | +327.3% |
| All | +8,919.3% | +1,921.2% | +6,998.1% | +2,441.9% |
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