-24.7%
WULF vs CHWY
-72.6%
+47.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.0% | +6.8% | +5.1% |
| 7D | +1.4% | -13.6% | +15.0% | +7.8% |
| 30D | -2.6% | -8.5% | +5.9% | +0.2% |
| 3M | -34.0% | +8.9% | -42.9% | -38.4% |
| 6M | +10.0% | -20.5% | +30.5% | +16.2% |
| YTD | +45.7% | -38.2% | +83.8% | +72.2% |
| 1Y | +57.3% | -43.3% | +100.6% | +92.0% |
| 3Y | +878.9% | -8.5% | +887.5% | +769.4% |
| All | -24.7% | -72.6% | +47.9% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling