+135.0%
WFC vs CHWY
-11.7%
+146.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +4.0% | +1.2% |
| 7D | +0.4% | -13.6% | +14.0% | +1.4% |
| 30D | +1.5% | -8.5% | +10.1% | +2.1% |
| 3M | +10.2% | +8.9% | +1.3% | +9.1% |
| 6M | +18.8% | -20.5% | +39.3% | +20.3% |
| YTD | -1.5% | -38.2% | +36.6% | +1.5% |
| 1Y | +13.5% | -43.3% | +56.8% | +17.7% |
| 3Y | +135.0% | -8.5% | +143.5% | +134.4% |
| All | +135.0% | -11.7% | +146.7% | +134.4% |
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