-41.6%
CHWY vs WAB
+329.1%
-370.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.3% |
| 7D | -13.6% | +0.1% | -13.7% | -13.6% |
| 30D | -8.5% | -4.1% | -4.5% | -7.6% |
| 3M | +8.9% | +8.2% | +0.7% | +5.9% |
| 6M | -20.5% | +15.4% | -35.9% | -24.3% |
| YTD | -38.2% | +33.1% | -71.3% | -43.6% |
| 1Y | -43.3% | +48.1% | -91.3% | -50.0% |
| 3Y | -8.5% | +167.7% | -176.3% | -32.0% |
| 5Y | -72.7% | +225.7% | -298.5% | -80.4% |
| All | -41.6% | +329.1% | -370.7% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling