-40.7%
CHWY vs BBWI
+17.7%
-58.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -6.3% | -4.5% | -9.7% |
| 7D | -14.1% | -4.4% | -9.7% | -13.4% |
| 30D | -8.1% | -7.4% | -0.8% | -7.1% |
| 3M | +1.7% | -2.2% | +3.9% | +1.7% |
| 6M | -20.7% | -16.3% | -4.3% | -19.0% |
| YTD | -37.2% | -9.1% | -28.1% | -37.0% |
| 1Y | -50.7% | -34.5% | -16.2% | -48.2% |
| 3Y | -9.7% | -47.0% | +37.2% | -4.9% |
| 5Y | -72.9% | -68.8% | -4.1% | -70.5% |
| All | -40.7% | +17.7% | -58.4% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling