-41.6%
CHWY vs GWRE
+44.2%
-85.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.3% |
| 7D | -13.6% | -13.2% | -0.4% | -7.8% |
| 30D | -8.5% | -18.6% | +10.0% | -1.6% |
| 3M | +8.9% | +18.9% | -10.0% | -3.7% |
| 6M | -20.5% | -11.0% | -9.5% | -21.1% |
| YTD | -38.2% | -29.9% | -8.3% | -31.4% |
| 1Y | -43.3% | -44.3% | +1.1% | -29.4% |
| 3Y | -8.5% | +51.7% | -60.2% | -43.6% |
| 5Y | -72.7% | +15.4% | -88.2% | -81.7% |
| All | -41.6% | +44.2% | -85.8% | -64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling