-41.6%
CHWY vs WAT
+99.4%
-141.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.8% |
| 7D | -13.6% | -0.3% | -13.4% | -13.6% |
| 30D | -8.5% | -1.9% | -6.7% | -7.9% |
| 3M | +8.9% | +13.5% | -4.6% | +2.2% |
| 6M | -20.5% | +37.2% | -57.7% | -32.3% |
| YTD | -38.2% | +7.5% | -45.7% | -41.4% |
| 1Y | -43.3% | +35.0% | -78.3% | -52.3% |
| 3Y | -8.5% | +55.1% | -63.6% | -34.9% |
| 5Y | -72.7% | -2.8% | -69.9% | -75.6% |
| All | -41.6% | +99.4% | -141.0% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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