+305.2%
WMB vs CHWY
-42.4%
+347.6%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -10.8% | +9.9% | -0.4% |
| 7D | 0.0% | -14.1% | +14.1% | +0.7% |
| 30D | +4.6% | -8.1% | +12.7% | +4.9% |
| 3M | +5.7% | +1.7% | +4.0% | +5.4% |
| 6M | +4.2% | -20.7% | +24.8% | +5.0% |
| YTD | +26.8% | -37.2% | +64.1% | +29.3% |
| 1Y | +34.7% | -50.7% | +85.4% | +38.9% |
| 3Y | +146.8% | -9.7% | +156.5% | +143.6% |
| 5Y | +285.0% | -72.9% | +357.9% | +293.8% |
| All | +305.2% | -42.4% | +347.6% | +251.9% |
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 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