-16.2%
BA vs CHWY
+13.8%
-29.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -7.1% | +8.1% | -15.2% | -7.9% |
| 3M | -25.5% | +0.3% | -25.8% | -25.7% |
| 6M | -28.7% | +4.0% | -32.7% | -29.3% |
| YTD | -21.0% | -31.9% | +10.8% | -18.5% |
| 1Y | -11.9% | -32.8% | +20.9% | -9.0% |
| 3Y | -16.2% | +16.0% | -32.2% | -18.1% |
| All | -16.2% | +13.8% | -29.9% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling