-64.5%
BAX vs CHWY
-42.4%
-22.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -10.8% | +8.9% | -1.1% |
| 7D | -5.1% | -14.1% | +9.1% | -4.1% |
| 30D | -12.2% | -8.1% | -4.0% | -11.7% |
| 3M | +21.8% | +1.7% | +20.1% | +21.5% |
| 6M | +36.3% | -20.7% | +57.0% | +37.9% |
| YTD | +27.8% | -37.2% | +65.0% | +31.1% |
| 1Y | -0.1% | -50.7% | +50.7% | +3.9% |
| 3Y | -33.3% | -9.7% | -23.6% | -34.5% |
| 5Y | -67.1% | -72.9% | +5.8% | -66.1% |
| All | -64.5% | -42.4% | -22.2% | -71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling