+43.3%
WM vs CHWY
-10.4%
+53.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.8% | +10.2% | -0.4% |
| 7D | -1.2% | -14.1% | +13.0% | -0.9% |
| 30D | -4.5% | -8.1% | +3.7% | -4.3% |
| 3M | -2.2% | +1.7% | -3.9% | -2.3% |
| 6M | -11.5% | -20.7% | +9.2% | -11.3% |
| YTD | -0.7% | -37.2% | +36.5% | -0.2% |
| 1Y | +0.3% | -50.7% | +51.1% | +1.1% |
| All | +43.3% | -10.4% | +53.6% | +46.9% |
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