-41.6%
CHWY vs WPM
+619.9%
-661.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.4% |
| 7D | -13.6% | -0.6% | -13.1% | -13.6% |
| 30D | -8.5% | +14.4% | -23.0% | -11.2% |
| 3M | +8.9% | +37.0% | -28.1% | +1.6% |
| 6M | -20.5% | +4.1% | -24.6% | -21.9% |
| YTD | -38.2% | +31.7% | -69.9% | -42.7% |
| 1Y | -43.3% | +44.2% | -87.4% | -48.8% |
| 3Y | -8.5% | +265.5% | -274.0% | -34.3% |
| 5Y | -72.7% | +262.5% | -335.2% | -80.8% |
| All | -41.6% | +619.9% | -661.4% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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