+7.6%
BND vs CHWY
-43.2%
+50.8%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +3.0% | 0.0% |
| 7D | -1.0% | -13.6% | +12.6% | -0.8% |
| 30D | -1.1% | -8.5% | +7.4% | -1.0% |
| 3M | -1.9% | +8.9% | -10.8% | -2.1% |
| 6M | -1.6% | -20.5% | +18.8% | -1.3% |
| YTD | -1.2% | -38.2% | +36.9% | -0.6% |
| 1Y | -0.7% | -43.3% | +42.5% | +0.1% |
| 3Y | +12.5% | -8.5% | +21.1% | +11.8% |
| 5Y | -2.5% | -72.7% | +70.2% | -1.9% |
| All | +7.6% | -43.2% | +50.8% | +5.1% |
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