-39.8%
CHWY vs WWD
+208.7%
-248.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.0% | +1.8% |
| 7D | -12.0% | -2.9% | -9.2% | -11.6% |
| 30D | -6.2% | -6.6% | +0.4% | -5.2% |
| 3M | +5.5% | -9.3% | +14.8% | +6.6% |
| 6M | -17.8% | -13.6% | -4.2% | -16.4% |
| YTD | -36.2% | +10.4% | -46.6% | -38.1% |
| 1Y | -40.0% | +39.9% | -79.8% | -44.4% |
| 3Y | -8.3% | +165.0% | -173.4% | -25.3% |
| 5Y | -71.9% | +183.8% | -255.7% | -78.0% |
| All | -39.8% | +208.7% | -248.5% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling