-30.6%
WDAY vs CHWY
-72.6%
+42.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.4% | +1.1% |
| 7D | -5.2% | -13.6% | +8.5% | -1.9% |
| 30D | +5.9% | -8.5% | +14.5% | +8.0% |
| 3M | +42.3% | +8.9% | +33.4% | +39.2% |
| 6M | +34.7% | -20.5% | +55.2% | +41.2% |
| YTD | -13.5% | -38.2% | +24.6% | -4.3% |
| 1Y | -18.1% | -43.3% | +25.2% | -8.0% |
| 3Y | -26.4% | -8.5% | -17.8% | -30.4% |
| All | -30.6% | -72.6% | +42.0% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling