-33.5%
CHWY vs WST
+182.5%
-216.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -1.0% | -1.4% |
| 7D | -1.9% | -0.3% | -1.6% | -1.8% |
| 30D | -1.1% | -4.6% | +3.5% | +0.5% |
| 3M | +15.5% | +5.7% | +9.8% | +13.0% |
| 6M | -8.5% | +37.6% | -46.1% | -19.0% |
| YTD | -29.6% | +23.0% | -52.6% | -35.4% |
| 1Y | -44.1% | +33.8% | -77.9% | -50.7% |
| 3Y | +1.2% | -13.4% | +14.6% | -4.4% |
| 5Y | -69.4% | -27.0% | -42.4% | -69.3% |
| All | -33.5% | +182.5% | -216.0% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling