-41.6%
CHWY vs WTW
+84.0%
-125.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -13.6% | -5.7% | -7.9% | -11.2% |
| 30D | -8.5% | -7.3% | -1.3% | -5.3% |
| 3M | +8.9% | +21.5% | -12.6% | -0.3% |
| 6M | -20.5% | +9.6% | -30.1% | -24.2% |
| YTD | -38.2% | -3.3% | -34.9% | -38.1% |
| 1Y | -43.3% | -6.1% | -37.1% | -42.6% |
| 3Y | -8.5% | +61.8% | -70.4% | -31.0% |
| 5Y | -72.7% | +42.7% | -115.4% | -78.1% |
| All | -41.6% | +84.0% | -125.6% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling