-65.4%
BAX vs CHWY
-43.2%
-22.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.5% | -1.4% |
| 7D | -7.9% | -13.6% | +5.8% | -6.9% |
| 30D | -11.7% | -8.5% | -3.1% | -11.1% |
| 3M | +16.2% | +8.9% | +7.3% | +15.4% |
| 6M | +32.0% | -20.5% | +52.4% | +33.6% |
| YTD | +24.7% | -38.2% | +62.9% | +28.1% |
| 1Y | -2.6% | -43.3% | +40.6% | +0.4% |
| 3Y | -35.0% | -8.5% | -26.4% | -36.2% |
| 5Y | -67.6% | -72.7% | +5.2% | -66.6% |
| All | -65.4% | -43.2% | -22.2% | -72.3% |
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