+254.2%
WELL vs CHWY
-42.4%
+296.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.8% | +10.3% | 0.0% |
| 7D | -1.1% | -14.1% | +13.0% | -0.4% |
| 30D | +0.7% | -8.1% | +8.9% | +1.1% |
| 3M | +14.5% | +1.7% | +12.8% | +14.2% |
| 6M | +14.4% | -20.7% | +35.1% | +15.4% |
| YTD | +28.5% | -37.2% | +65.7% | +31.1% |
| 1Y | +41.8% | -50.7% | +92.5% | +46.5% |
| 3Y | +202.8% | -9.7% | +212.6% | +198.3% |
| 5Y | +208.8% | -72.9% | +281.7% | +215.9% |
| All | +254.2% | -42.4% | +296.6% | +169.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling