+1.3%
AWK vs CHWY
-43.1%
+44.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.4% |
| 7D | -2.1% | -13.6% | +11.5% | -1.7% |
| 30D | +2.1% | -8.5% | +10.6% | +2.4% |
| 3M | +11.4% | +8.9% | +2.5% | +11.3% |
| 6M | +3.9% | -20.5% | +24.4% | +3.3% |
| YTD | +7.7% | -38.2% | +45.9% | +8.5% |
| 1Y | +1.3% | -43.3% | +44.6% | +2.1% |
| All | +1.3% | -43.1% | +44.4% | +2.1% |
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