-72.2%
CHWY vs NWSA
+40.0%
-112.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.2% |
| 7D | -13.6% | -2.8% | -10.8% | -11.8% |
| 30D | -8.5% | +3.0% | -11.6% | -10.5% |
| 3M | +8.9% | +12.3% | -3.4% | -0.3% |
| 6M | -20.5% | +21.9% | -42.3% | -31.8% |
| YTD | -38.2% | +13.6% | -51.7% | -44.5% |
| 1Y | -43.3% | +0.5% | -43.7% | -44.4% |
| 3Y | -8.5% | +43.8% | -52.3% | -34.9% |
| All | -72.2% | +40.0% | -112.3% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling