-8.5%
CHWY vs TW
+19.1%
-27.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.8% |
| 7D | -13.6% | -4.5% | -9.1% | -12.9% |
| 30D | -8.5% | -2.3% | -6.3% | -8.2% |
| 3M | +8.9% | +2.6% | +6.3% | +8.1% |
| 6M | -20.5% | -17.5% | -2.9% | -18.1% |
| YTD | -38.2% | -5.3% | -32.8% | -37.9% |
| 1Y | -43.3% | -14.8% | -28.5% | -41.8% |
| 3Y | -8.5% | +18.8% | -27.4% | -22.9% |
| All | -8.5% | +19.1% | -27.6% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling