+139.7%
WM vs CHWY
-37.4%
+177.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +3.2% | -0.2% | +3.4% | +3.2% |
| 30D | +13.0% | +8.1% | +4.9% | +12.7% |
| 3M | +9.2% | +0.3% | +9.0% | +9.1% |
| 6M | +13.6% | +4.0% | +9.6% | +13.2% |
| YTD | +12.4% | -31.9% | +44.3% | +13.6% |
| 1Y | +21.2% | -32.8% | +54.0% | +22.5% |
| 3Y | +48.7% | +16.0% | +32.7% | +46.0% |
| 5Y | +61.9% | -70.7% | +132.6% | +65.1% |
| All | +139.7% | -37.4% | +177.2% | +102.3% |
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