+1,285.8%
WDC vs CHWY
-11.7%
+1,297.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | +0.1% | -2.8% |
| 7D | -4.3% | -13.6% | +9.3% | -3.4% |
| 30D | -1.5% | -8.5% | +7.1% | -1.2% |
| 3M | -15.5% | +8.9% | -24.4% | -16.9% |
| 6M | +66.5% | -20.5% | +86.9% | +69.1% |
| YTD | +159.9% | -38.2% | +198.0% | +172.6% |
| 1Y | +366.0% | -43.3% | +409.2% | +392.9% |
| 3Y | +1,285.8% | -8.5% | +1,294.4% | +1,354.8% |
| All | +1,285.8% | -11.7% | +1,297.5% | +1,354.8% |
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 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