-3.4%
WBD vs CHWY
-43.2%
+39.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.5% | -0.2% |
| 7D | -0.7% | -13.6% | +12.9% | +1.1% |
| 30D | +1.4% | -8.5% | +10.0% | +2.4% |
| 3M | +4.4% | +8.9% | -4.5% | +2.7% |
| 6M | +0.8% | -20.5% | +21.3% | +2.9% |
| YTD | -2.7% | -38.2% | +35.4% | +2.4% |
| 1Y | +73.4% | -43.3% | +116.7% | +84.1% |
| 3Y | +142.1% | -8.5% | +150.7% | +133.0% |
| 5Y | +7.2% | -72.7% | +80.0% | +6.7% |
| All | -3.4% | -43.2% | +39.8% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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