+122.9%
WFC vs CHWY
-72.6%
+195.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +4.0% | +1.2% |
| 7D | +0.4% | -13.6% | +14.0% | +1.6% |
| 30D | +1.5% | -8.5% | +10.1% | +2.2% |
| 3M | +10.2% | +8.9% | +1.3% | +8.9% |
| 6M | +18.8% | -20.5% | +39.3% | +20.6% |
| YTD | -1.5% | -38.2% | +36.6% | +2.3% |
| 1Y | +13.5% | -43.3% | +56.8% | +18.7% |
| 3Y | +135.0% | -8.5% | +143.5% | +129.7% |
| All | +122.9% | -72.6% | +195.5% | +108.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling