-40.7%
CHWY vs CDW
+47.6%
-88.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.5% | -9.4% | -10.3% |
| 7D | -14.1% | -4.2% | -9.9% | -12.7% |
| 30D | -8.1% | +4.9% | -13.0% | -10.1% |
| 3M | +1.7% | +7.3% | -5.6% | -2.0% |
| 6M | -20.7% | +19.2% | -39.8% | -28.5% |
| YTD | -37.2% | +6.2% | -43.4% | -40.8% |
| 1Y | -50.7% | -14.0% | -36.7% | -49.5% |
| 3Y | -9.7% | -30.0% | +20.2% | -1.4% |
| 5Y | -72.9% | -23.6% | -49.3% | -72.2% |
| All | -40.7% | +47.6% | -88.3% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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