-40.7%
CHWY vs WEC
+59.9%
-100.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.8% | -10.0% | -10.6% |
| 7D | -14.1% | +0.4% | -14.5% | -14.2% |
| 30D | -8.1% | +0.9% | -9.0% | -8.4% |
| 3M | +1.7% | -5.3% | +7.0% | +2.8% |
| 6M | -20.7% | -6.6% | -14.1% | -19.7% |
| YTD | -37.2% | +3.3% | -40.5% | -38.0% |
| 1Y | -50.7% | +2.1% | -52.8% | -51.3% |
| 3Y | -9.7% | +39.6% | -49.3% | -18.1% |
| 5Y | -72.9% | +31.2% | -104.1% | -75.2% |
| All | -40.7% | +59.9% | -100.6% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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