-41.6%
CHWY vs ARWR
+217.4%
-259.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -13.6% | -4.0% | -9.6% | -12.7% |
| 30D | -8.5% | -5.0% | -3.5% | -7.5% |
| 3M | +8.9% | +11.3% | -2.4% | +5.2% |
| 6M | -20.5% | +42.6% | -63.1% | -28.0% |
| YTD | -38.2% | +24.8% | -62.9% | -42.6% |
| 1Y | -43.3% | +178.8% | -222.0% | -57.8% |
| 3Y | -8.5% | +183.3% | -191.9% | -39.8% |
| 5Y | -72.7% | +29.5% | -102.2% | -79.0% |
| All | -41.6% | +217.4% | -259.0% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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