-39.8%
CHWY vs WPM
+605.2%
-644.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +2.3% |
| 7D | -12.0% | -3.6% | -8.4% | -11.4% |
| 30D | -6.2% | +12.5% | -18.7% | -8.6% |
| 3M | +5.5% | +40.6% | -35.1% | -2.2% |
| 6M | -17.8% | +0.5% | -18.3% | -18.7% |
| YTD | -36.2% | +29.0% | -65.3% | -40.7% |
| 1Y | -40.0% | +43.8% | -83.8% | -45.8% |
| 3Y | -8.3% | +266.3% | -274.6% | -34.2% |
| 5Y | -71.9% | +255.1% | -327.0% | -80.1% |
| All | -39.8% | +605.2% | -644.9% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling