-33.5%
CHWY vs ARWR
+226.1%
-259.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.3% |
| 7D | -1.9% | +2.9% | -4.8% | -2.5% |
| 30D | -1.1% | -2.9% | +1.8% | -0.6% |
| 3M | +15.5% | +15.2% | +0.3% | +10.4% |
| 6M | -8.5% | +42.3% | -50.8% | -17.2% |
| YTD | -29.6% | +28.2% | -57.8% | -35.1% |
| 1Y | -44.1% | +213.2% | -257.3% | -59.7% |
| 3Y | +1.2% | +184.6% | -183.4% | -33.4% |
| 5Y | -69.4% | +29.2% | -98.6% | -76.4% |
| All | -33.5% | +226.1% | -259.6% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling