+136.0%
BAC vs CHWY
-8.9%
+145.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -0.3% | -12.0% | +11.8% | +0.8% |
| 30D | -1.8% | -6.2% | +4.4% | -1.3% |
| 3M | +15.3% | +5.5% | +9.8% | +14.3% |
| 6M | +30.2% | -17.8% | +47.9% | +31.9% |
| YTD | +15.6% | -36.2% | +51.8% | +19.5% |
| 1Y | +27.5% | -40.0% | +67.4% | +32.3% |
| All | +136.0% | -8.9% | +145.0% | +132.2% |
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