+109.9%
WM vs CHWY
-43.2%
+153.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.9% | -0.1% |
| 7D | -2.1% | -13.6% | +11.5% | -1.6% |
| 30D | -5.3% | -8.5% | +3.3% | -5.0% |
| 3M | -2.0% | +8.9% | -10.9% | -2.4% |
| 6M | -8.6% | -20.5% | +11.9% | -8.1% |
| YTD | -1.6% | -38.2% | +36.6% | -0.2% |
| 1Y | -1.2% | -43.3% | +42.0% | +0.5% |
| 3Y | +41.9% | -8.5% | +50.5% | +40.7% |
| 5Y | +49.6% | -72.7% | +122.3% | +52.8% |
| All | +109.9% | -43.2% | +153.1% | +77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling