-41.6%
CHWY vs WCC
+659.5%
-701.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.8% | -3.8% |
| 7D | -13.6% | +1.5% | -15.1% | -13.9% |
| 30D | -8.5% | -2.1% | -6.4% | -8.5% |
| 3M | +8.9% | +3.8% | +5.1% | +7.0% |
| 6M | -20.5% | +35.0% | -55.4% | -26.8% |
| YTD | -38.2% | +46.4% | -84.5% | -44.2% |
| 1Y | -43.3% | +63.0% | -106.2% | -50.3% |
| 3Y | -8.5% | +133.9% | -142.5% | -28.7% |
| 5Y | -72.7% | +226.5% | -299.3% | -80.0% |
| All | -41.6% | +659.5% | -701.1% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling