-42.5%
CHWY vs GWRE
-25.4%
-17.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -19.9% | +18.7% | +3.2% |
| 7D | +1.7% | -21.1% | +22.8% | +6.6% |
| 30D | -1.5% | +1.3% | -2.8% | -3.4% |
| 3M | +13.6% | +7.4% | +6.2% | +8.5% |
| 6M | -7.3% | +5.6% | -12.9% | -12.2% |
| YTD | -28.4% | -19.2% | -9.2% | -32.6% |
| 1Y | -42.5% | -25.1% | -17.4% | -45.5% |
| All | -42.5% | -25.4% | -17.1% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling