-41.6%
CHWY vs WCN
+79.5%
-121.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -13.6% | -3.1% | -10.5% | -12.1% |
| 30D | -8.5% | -3.4% | -5.2% | -6.8% |
| 3M | +8.9% | +3.0% | +5.9% | +7.0% |
| 6M | -20.5% | -3.8% | -16.7% | -19.4% |
| YTD | -38.2% | -8.3% | -29.8% | -35.6% |
| 1Y | -43.3% | -9.7% | -33.5% | -40.6% |
| 3Y | -8.5% | +17.2% | -25.7% | -19.3% |
| 5Y | -72.7% | +25.3% | -98.0% | -77.0% |
| All | -41.6% | +79.5% | -121.1% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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