-41.6%
CHWY vs TW
+149.5%
-191.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.6% |
| 7D | -13.6% | -4.5% | -9.1% | -11.8% |
| 30D | -8.5% | -2.3% | -6.3% | -7.7% |
| 3M | +8.9% | +2.6% | +6.3% | +6.8% |
| 6M | -20.5% | -17.5% | -2.9% | -14.1% |
| YTD | -38.2% | -5.3% | -32.8% | -37.9% |
| 1Y | -43.3% | -14.8% | -28.5% | -40.2% |
| 3Y | -8.5% | +18.8% | -27.4% | -23.6% |
| 5Y | -72.7% | +20.7% | -93.5% | -78.0% |
| All | -41.6% | +149.5% | -191.1% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling