-13.8%
DOW vs CHWY
-41.4%
+27.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | -2.4% | -12.0% | +9.6% | -1.5% |
| 30D | -4.1% | -6.2% | +2.1% | -3.7% |
| 3M | -12.4% | +5.5% | -17.9% | -13.1% |
| 6M | -10.6% | -17.8% | +7.2% | -9.8% |
| YTD | +31.1% | -36.2% | +67.3% | +34.8% |
| 1Y | +30.5% | -40.0% | +70.5% | +34.7% |
| 3Y | -34.4% | -8.3% | -26.1% | -36.0% |
| 5Y | -35.5% | -71.9% | +36.4% | -33.3% |
| All | -13.8% | -41.4% | +27.6% | -35.5% |
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