+916.1%
WDC vs CHWY
-72.6%
+988.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | +0.1% | -2.6% |
| 7D | -4.3% | -13.6% | +9.3% | -2.5% |
| 30D | -1.5% | -8.5% | +7.1% | -0.7% |
| 3M | -15.5% | +8.9% | -24.4% | -17.5% |
| 6M | +66.5% | -20.5% | +86.9% | +69.7% |
| YTD | +159.9% | -38.2% | +198.0% | +175.6% |
| 1Y | +366.0% | -43.3% | +409.2% | +399.7% |
| 3Y | +1,285.8% | -8.5% | +1,294.4% | +1,222.7% |
| All | +916.1% | -72.6% | +988.7% | +912.8% |
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 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