-41.6%
CHWY vs BBWI
+23.4%
-65.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.4% | -9.5% | -4.1% |
| 7D | -13.6% | -4.8% | -8.8% | -12.9% |
| 30D | -8.5% | +3.5% | -12.0% | -9.4% |
| 3M | +8.9% | -0.3% | +9.2% | +8.5% |
| 6M | -20.5% | -5.4% | -15.1% | -20.6% |
| YTD | -38.2% | -4.7% | -33.4% | -38.5% |
| 1Y | -43.3% | -30.5% | -12.8% | -41.1% |
| 3Y | -8.5% | -44.3% | +35.8% | -4.5% |
| 5Y | -72.7% | -66.9% | -5.9% | -70.6% |
| All | -41.6% | +23.4% | -65.0% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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