-42.5%
CHWY vs TW
-15.9%
-26.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | +1.7% | -2.3% | +4.0% | +2.1% |
| 30D | -1.5% | +3.9% | -5.5% | -2.2% |
| 3M | +13.6% | +5.7% | +7.9% | +12.4% |
| 6M | -7.3% | -14.5% | +7.3% | -7.0% |
| YTD | -28.4% | -0.9% | -27.5% | -28.6% |
| 1Y | -42.5% | -13.5% | -29.0% | -40.7% |
| All | -42.5% | -15.9% | -26.6% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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