-41.6%
CHWY vs WST
+189.6%
-231.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.2% |
| 7D | -13.6% | +1.8% | -15.5% | -14.1% |
| 30D | -8.5% | -1.7% | -6.8% | -8.0% |
| 3M | +8.9% | +4.9% | +4.0% | +6.9% |
| 6M | -20.5% | +45.5% | -66.0% | -30.9% |
| YTD | -38.2% | +26.1% | -64.3% | -43.8% |
| 1Y | -43.3% | +31.7% | -74.9% | -49.6% |
| 3Y | -8.5% | -12.1% | +3.5% | -13.8% |
| 5Y | -72.7% | -23.6% | -49.2% | -73.2% |
| All | -41.6% | +189.6% | -231.1% | -73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling