-30.7%
CHWY vs NWSA
+18.2%
-49.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.7% | +2.4% | +4.2% |
| 7D | +13.4% | +4.3% | +9.1% | +11.1% |
| 30D | +28.4% | +5.6% | +22.9% | +25.4% |
| 3M | -2.9% | +7.3% | -10.2% | -5.7% |
| 6M | -4.7% | +18.8% | -23.6% | -10.7% |
| YTD | -29.2% | +17.9% | -47.1% | -34.1% |
| 1Y | -30.7% | +19.3% | -50.1% | -35.9% |
| All | -30.7% | +18.2% | -49.0% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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