-39.8%
CHWY vs WCC
+632.2%
-672.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +2.2% |
| 7D | -12.0% | +1.7% | -13.7% | -12.3% |
| 30D | -6.2% | -6.1% | -0.1% | -5.3% |
| 3M | +5.5% | +3.1% | +2.4% | +3.7% |
| 6M | -17.8% | +28.2% | -46.0% | -23.4% |
| YTD | -36.2% | +41.1% | -77.3% | -42.0% |
| 1Y | -40.0% | +61.3% | -101.2% | -47.3% |
| 3Y | -8.3% | +123.6% | -131.9% | -27.8% |
| 5Y | -71.9% | +214.8% | -286.7% | -79.2% |
| All | -39.8% | +632.2% | -672.0% | -54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling