-42.5%
CHWY vs WST
+37.6%
-80.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.1% |
| 7D | +1.7% | +0.7% | +1.0% | +1.6% |
| 30D | -1.5% | -3.1% | +1.6% | -1.2% |
| 3M | +13.6% | +7.2% | +6.4% | +12.4% |
| 6M | -7.3% | +36.8% | -44.1% | -11.9% |
| YTD | -28.4% | +23.8% | -52.3% | -32.5% |
| 1Y | -42.5% | +37.8% | -80.3% | -46.5% |
| All | -42.5% | +37.6% | -80.1% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 1y: compounded portfolio wealth divided by compounded WST 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…
1y analysis · Full analysis span regression · 6 months rolling