+73.1%
BAC vs CHWY
-72.6%
+145.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.5% |
| 7D | 0.0% | -13.6% | +13.6% | +1.5% |
| 30D | -2.8% | -8.5% | +5.8% | -2.0% |
| 3M | +14.2% | +8.9% | +5.3% | +12.7% |
| 6M | +30.5% | -20.5% | +51.0% | +33.0% |
| YTD | +15.8% | -38.2% | +54.0% | +21.0% |
| 1Y | +26.2% | -43.3% | +69.4% | +32.8% |
| 3Y | +136.5% | -8.5% | +145.1% | +130.3% |
| All | +73.1% | -72.6% | +145.7% | +68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling