-5.7%
CHWY vs WST
-11.8%
+6.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.5% |
| 7D | -12.0% | +0.4% | -12.5% | -12.0% |
| 30D | -6.2% | -2.0% | -4.2% | -6.1% |
| 3M | +5.5% | +4.1% | +1.4% | +5.3% |
| 6M | -17.8% | +47.4% | -65.2% | -19.3% |
| YTD | -36.2% | +25.4% | -61.6% | -37.1% |
| 1Y | -40.0% | +35.3% | -75.3% | -40.9% |
| All | -5.7% | -11.8% | +6.1% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling