+34.3%
AWK vs CHWY
-43.2%
+77.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.3% |
| 7D | -2.1% | -13.6% | +11.5% | -1.1% |
| 30D | +2.1% | -8.5% | +10.6% | +2.7% |
| 3M | +11.4% | +8.9% | +2.5% | +10.4% |
| 6M | +3.9% | -20.5% | +24.4% | +5.3% |
| YTD | +7.7% | -38.2% | +45.9% | +11.1% |
| 1Y | +1.3% | -43.3% | +44.6% | +5.1% |
| 3Y | +7.2% | -8.5% | +15.7% | +3.8% |
| 5Y | -17.0% | -72.7% | +55.7% | -13.7% |
| All | +34.3% | -43.2% | +77.5% | +7.3% |
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