-72.2%
CHWY vs WAB
+221.8%
-294.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.6% |
| 7D | -13.6% | +0.1% | -13.7% | -13.6% |
| 30D | -8.5% | -4.1% | -4.5% | -6.7% |
| 3M | +8.9% | +8.2% | +0.7% | +2.6% |
| 6M | -20.5% | +15.4% | -35.9% | -28.5% |
| YTD | -38.2% | +33.1% | -71.3% | -49.3% |
| 1Y | -43.3% | +48.1% | -91.3% | -56.9% |
| 3Y | -8.5% | +167.7% | -176.3% | -58.1% |
| All | -72.2% | +221.8% | -294.0% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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