-41.6%
CHWY vs WSM
+757.6%
-799.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.5% |
| 7D | -13.6% | -0.5% | -13.1% | -13.5% |
| 30D | -8.5% | -7.7% | -0.8% | -5.8% |
| 3M | +8.9% | +3.8% | +5.1% | +7.1% |
| 6M | -20.5% | +22.7% | -43.1% | -27.2% |
| YTD | -38.2% | +28.0% | -66.2% | -44.4% |
| 1Y | -43.3% | +12.7% | -56.0% | -46.7% |
| 3Y | -8.5% | +231.3% | -239.8% | -50.6% |
| 5Y | -72.7% | +177.2% | -249.9% | -84.7% |
| All | -41.6% | +757.6% | -799.2% | -76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling