+151.7%
WULF vs CHWY
-43.2%
+195.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.0% | +6.8% | +4.7% |
| 7D | +1.4% | -13.6% | +15.0% | +6.0% |
| 30D | -2.6% | -8.5% | +5.9% | -0.5% |
| 3M | -34.0% | +8.9% | -42.9% | -37.1% |
| 6M | +10.0% | -20.5% | +30.5% | +14.7% |
| YTD | +45.7% | -38.2% | +83.8% | +64.6% |
| 1Y | +57.3% | -43.3% | +100.6% | +81.9% |
| 3Y | +878.9% | -8.5% | +887.5% | +827.5% |
| 5Y | -28.3% | -72.7% | +44.4% | -19.8% |
| All | +151.7% | -43.2% | +195.0% | +119.6% |
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