-39.8%
CHWY vs BWA
+103.3%
-143.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -12.0% | -0.1% | -12.0% | -12.0% |
| 30D | -6.2% | -5.5% | -0.7% | -5.3% |
| 3M | +5.5% | -7.6% | +13.1% | +6.6% |
| 6M | -17.8% | +25.0% | -42.8% | -22.3% |
| YTD | -36.2% | +47.0% | -83.2% | -42.5% |
| 1Y | -40.0% | +54.0% | -94.0% | -46.6% |
| 3Y | -8.3% | +70.7% | -79.0% | -21.9% |
| 5Y | -71.9% | +86.7% | -158.6% | -77.0% |
| All | -39.8% | +103.3% | -143.0% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling