+82.2%
BBY vs CHWY
-43.2%
+125.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.0% | +6.1% | +3.6% |
| 7D | +0.6% | -13.6% | +14.2% | +3.1% |
| 30D | +9.4% | -8.5% | +17.9% | +10.9% |
| 3M | +19.3% | +8.9% | +10.4% | +17.1% |
| 6M | +47.9% | -20.5% | +68.4% | +52.6% |
| YTD | +39.6% | -38.2% | +77.7% | +49.9% |
| 1Y | +22.2% | -43.3% | +65.4% | +32.8% |
| 3Y | +45.0% | -8.5% | +53.5% | +37.5% |
| 5Y | +2.6% | -72.7% | +75.3% | +11.6% |
| All | +82.2% | -43.2% | +125.5% | +58.0% |
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