-22.1%
WULF vs CHWY
-28.3%
+6.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +6.1% | -12.7% | -6.0% |
| 7D | -12.8% | +13.4% | -26.2% | -11.7% |
| 30D | -20.9% | +28.4% | -49.3% | -19.9% |
| 3M | -38.0% | -2.9% | -35.1% | -36.6% |
| 6M | -47.5% | -4.7% | -42.8% | -44.5% |
| YTD | +1.8% | -29.2% | +31.0% | +19.0% |
| 1Y | -22.1% | -30.7% | +8.7% | -6.8% |
| All | -22.1% | -28.3% | +6.3% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling