+36.3%
BAX vs CHWY
-18.4%
+54.7%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -10.8% | +8.9% | +0.3% |
| 7D | -5.1% | -14.1% | +9.1% | -2.2% |
| 30D | -12.2% | -8.1% | -4.0% | -10.9% |
| 3M | +21.8% | +1.7% | +20.1% | +19.9% |
| 6M | +36.3% | -20.7% | +57.0% | +39.4% |
| All | +36.3% | -18.4% | +54.7% | +39.4% |
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