+138.2%
WFC vs CHWY
-42.4%
+180.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -10.8% | +12.8% | +2.9% |
| 7D | +0.4% | -14.1% | +14.6% | +1.7% |
| 30D | +2.5% | -8.1% | +10.6% | +3.1% |
| 3M | +10.0% | +1.7% | +8.3% | +9.4% |
| 6M | +15.1% | -20.7% | +35.7% | +16.8% |
| YTD | -2.2% | -37.2% | +35.0% | +1.2% |
| 1Y | +13.5% | -50.7% | +64.2% | +19.6% |
| 3Y | +135.2% | -9.7% | +145.0% | +130.4% |
| 5Y | +128.3% | -72.9% | +201.2% | +136.2% |
| All | +138.2% | -42.4% | +180.6% | +76.5% |
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