-72.2%
CHWY vs WSM
+175.3%
-247.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.6% |
| 7D | -13.6% | -0.5% | -13.1% | -13.4% |
| 30D | -8.5% | -7.7% | -0.8% | -5.2% |
| 3M | +8.9% | +3.8% | +5.1% | +6.6% |
| 6M | -20.5% | +22.7% | -43.1% | -28.8% |
| YTD | -38.2% | +28.0% | -66.2% | -46.0% |
| 1Y | -43.3% | +12.7% | -56.0% | -47.6% |
| 3Y | -8.5% | +231.3% | -239.8% | -64.0% |
| All | -72.2% | +175.3% | -247.5% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling