+73.2%
WDC vs CHWY
-19.5%
+92.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.0% | -4.0% |
| 7D | +4.4% | -12.0% | +16.4% | +1.2% |
| 30D | +5.3% | -6.2% | +11.5% | +4.1% |
| 3M | -5.9% | +5.5% | -11.4% | -3.8% |
| 6M | +73.2% | -17.8% | +91.0% | +77.8% |
| All | +73.2% | -19.5% | +92.7% | +77.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling