+114.4%
WM vs CHWY
-34.3%
+148.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | 0.0% | -1.2% |
| 7D | -0.3% | +1.7% | -2.0% | -0.4% |
| 30D | -2.4% | -1.5% | -0.8% | -2.3% |
| 3M | +0.4% | +13.6% | -13.2% | -0.1% |
| 6M | -9.5% | -7.3% | -2.2% | -9.5% |
| YTD | +0.5% | -28.4% | +28.9% | +1.4% |
| 1Y | -1.1% | -42.5% | +41.4% | +0.5% |
| 3Y | +46.0% | -4.1% | +50.1% | +44.7% |
| 5Y | +51.8% | -69.2% | +121.0% | +54.5% |
| All | +114.4% | -34.3% | +148.6% | +80.7% |
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