+198.3%
WELL vs CHWY
-11.7%
+210.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.1% |
| 7D | -0.2% | -13.6% | +13.4% | +0.3% |
| 30D | +2.3% | -8.5% | +10.9% | +2.6% |
| 3M | +12.3% | +8.9% | +3.4% | +11.6% |
| 6M | +15.6% | -20.5% | +36.0% | +16.4% |
| YTD | +28.3% | -38.2% | +66.5% | +30.8% |
| 1Y | +41.9% | -43.3% | +85.2% | +45.2% |
| 3Y | +198.3% | -8.5% | +206.9% | +194.9% |
| All | +198.3% | -11.7% | +210.0% | +194.9% |
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