+18.4%
D vs CHWY
-35.4%
+53.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.6% |
| 7D | +0.8% | -1.9% | +2.7% | +0.8% |
| 30D | -0.7% | -1.1% | +0.4% | -0.7% |
| 3M | +2.1% | +15.5% | -13.4% | +1.3% |
| 6M | +6.8% | -8.5% | +15.3% | +6.9% |
| YTD | +16.5% | -29.6% | +46.1% | +17.9% |
| 1Y | +19.2% | -44.1% | +63.2% | +21.6% |
| 3Y | +61.9% | +1.2% | +60.6% | +58.9% |
| 5Y | +6.5% | -69.4% | +75.9% | +9.1% |
| All | +18.4% | -35.4% | +53.7% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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