-29.2%
CHWY vs WTW
+5.8%
-35.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.0% | +3.2% | +5.0% |
| 7D | +13.4% | +4.9% | +8.5% | +11.5% |
| 30D | +28.4% | +17.1% | +11.3% | +22.0% |
| 3M | -2.9% | -0.3% | -2.6% | -3.3% |
| 6M | -4.7% | +30.7% | -35.4% | -10.9% |
| YTD | -29.2% | +3.7% | -32.9% | -31.4% |
| All | -29.2% | +5.8% | -35.1% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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