-26.4%
WDAY vs CHWY
-11.7%
-14.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.4% | +0.9% |
| 7D | -5.2% | -13.6% | +8.5% | -2.8% |
| 30D | +5.9% | -8.5% | +14.5% | +7.4% |
| 3M | +42.3% | +8.9% | +33.4% | +40.5% |
| 6M | +34.7% | -20.5% | +55.2% | +38.6% |
| YTD | -13.5% | -38.2% | +24.6% | -8.6% |
| 1Y | -18.1% | -43.3% | +25.2% | -12.9% |
| 3Y | -26.4% | -8.5% | -17.8% | -24.9% |
| All | -26.4% | -11.7% | -14.7% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling