-41.6%
CHWY vs GWW
+402.3%
-443.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.3% |
| 7D | -13.6% | -3.4% | -10.3% | -12.4% |
| 30D | -8.5% | -1.9% | -6.6% | -8.0% |
| 3M | +8.9% | -2.4% | +11.3% | +9.3% |
| 6M | -20.5% | +15.7% | -36.2% | -26.2% |
| YTD | -38.2% | +27.6% | -65.8% | -45.3% |
| 1Y | -43.3% | +27.2% | -70.4% | -49.9% |
| 3Y | -8.5% | +89.7% | -98.2% | -34.9% |
| 5Y | -72.7% | +223.9% | -296.7% | -84.5% |
| All | -41.6% | +402.3% | -443.9% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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