-70.4%
CHWY vs GWRE
+25.4%
-95.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +8.6% | -4.1% | +0.3% |
| 7D | -9.8% | -5.8% | -4.0% | -7.2% |
| 30D | -4.8% | -12.9% | +8.1% | -0.6% |
| 3M | +10.6% | +24.8% | -14.3% | -5.4% |
| 6M | -16.2% | -4.7% | -11.5% | -19.7% |
| YTD | -35.4% | -23.9% | -11.5% | -30.6% |
| 1Y | -38.4% | -39.5% | +1.1% | -24.7% |
| 3Y | +0.4% | +68.1% | -67.7% | -51.0% |
| 5Y | -70.4% | +27.5% | -98.0% | -81.9% |
| All | -70.4% | +25.4% | -95.8% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling