-27.0%
BABA vs CHWY
-41.4%
+14.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.1% |
| 7D | -2.9% | -12.0% | +9.1% | -0.4% |
| 30D | -15.1% | -6.2% | -8.9% | -14.2% |
| 3M | -5.0% | +5.5% | -10.6% | -6.6% |
| 6M | -19.9% | -17.8% | -2.2% | -17.6% |
| YTD | -25.3% | -36.2% | +11.0% | -19.1% |
| 1Y | -23.9% | -40.0% | +16.1% | -16.9% |
| 3Y | +28.1% | -8.3% | +36.4% | +20.1% |
| 5Y | -31.4% | -71.9% | +40.5% | -24.9% |
| All | -27.0% | -41.4% | +14.4% | -33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling