+36.5%
WELL vs CHWY
-28.3%
+64.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.1% | -3.3% | +2.6% |
| 7D | +9.2% | +13.4% | -4.2% | +8.7% |
| 30D | +10.6% | +28.4% | -17.8% | +10.1% |
| 3M | +7.5% | -2.9% | +10.4% | +7.0% |
| 6M | +15.0% | -4.7% | +19.8% | +14.2% |
| YTD | +35.0% | -29.2% | +64.2% | +35.8% |
| 1Y | +36.5% | -30.7% | +67.3% | +37.8% |
| All | +36.5% | -28.3% | +64.8% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling