-41.6%
CHWY vs BWA
+106.2%
-147.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.3% |
| 7D | -13.6% | -1.3% | -12.3% | -13.4% |
| 30D | -8.5% | -2.9% | -5.6% | -8.2% |
| 3M | +8.9% | -10.7% | +19.6% | +10.8% |
| 6M | -20.5% | +26.5% | -46.9% | -25.0% |
| YTD | -38.2% | +49.1% | -87.3% | -44.4% |
| 1Y | -43.3% | +52.1% | -95.3% | -49.3% |
| 3Y | -8.5% | +72.6% | -81.1% | -22.3% |
| 5Y | -72.7% | +89.4% | -162.1% | -77.8% |
| All | -41.6% | +106.2% | -147.8% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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