-41.6%
CHWY vs WWD
+212.9%
-254.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.3% |
| 7D | -13.6% | -2.6% | -11.0% | -13.2% |
| 30D | -8.5% | -6.9% | -1.6% | -7.6% |
| 3M | +8.9% | -13.0% | +21.9% | +11.0% |
| 6M | -20.5% | -12.5% | -8.0% | -19.3% |
| YTD | -38.2% | +11.8% | -50.0% | -40.1% |
| 1Y | -43.3% | +41.1% | -84.3% | -47.5% |
| 3Y | -8.5% | +163.1% | -171.6% | -25.4% |
| 5Y | -72.7% | +187.6% | -260.4% | -78.7% |
| All | -41.6% | +212.9% | -254.5% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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