-41.6%
CHWY vs WY
+13.8%
-55.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.4% | -3.2% |
| 7D | -13.6% | -4.2% | -9.4% | -12.2% |
| 30D | -8.5% | -10.1% | +1.5% | -4.9% |
| 3M | +8.9% | -8.5% | +17.4% | +12.2% |
| 6M | -20.5% | -3.3% | -17.1% | -19.8% |
| YTD | -38.2% | -4.4% | -33.8% | -37.8% |
| 1Y | -43.3% | -11.5% | -31.8% | -41.3% |
| 3Y | -8.5% | -24.3% | +15.8% | -0.9% |
| 5Y | -72.7% | -21.3% | -51.4% | -70.1% |
| All | -41.6% | +13.8% | -55.3% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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