+32.2%
BAC vs CHWY
-18.4%
+50.6%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -10.8% | +11.3% | +1.4% |
| 7D | +0.6% | -14.1% | +14.8% | +1.9% |
| 30D | -1.4% | -8.1% | +6.8% | -0.8% |
| 3M | +15.7% | +1.7% | +14.0% | +15.2% |
| 6M | +32.2% | -20.7% | +52.8% | +36.9% |
| All | +32.2% | -18.4% | +50.6% | +36.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling