-8.5%
CHWY vs WSM
+230.1%
-238.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.3% |
| 7D | -13.6% | -0.5% | -13.1% | -13.5% |
| 30D | -8.5% | -7.7% | -0.8% | -6.7% |
| 3M | +8.9% | +3.8% | +5.1% | +7.7% |
| 6M | -20.5% | +22.7% | -43.1% | -24.9% |
| YTD | -38.2% | +28.0% | -66.2% | -42.1% |
| 1Y | -43.3% | +12.7% | -56.0% | -45.4% |
| 3Y | -8.5% | +231.3% | -239.8% | -33.3% |
| All | -8.5% | +230.1% | -238.6% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling