+123.2%
GLW vs CHWY
-42.5%
+165.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.3% | +6.9% | +5.5% |
| 7D | +3.8% | +1.7% | +2.0% | +4.0% |
| 30D | -1.3% | -1.5% | +0.2% | -1.2% |
| 3M | -21.8% | +13.6% | -35.4% | -20.8% |
| 6M | +6.9% | -7.3% | +14.1% | +8.4% |
| YTD | +77.2% | -28.4% | +105.6% | +79.9% |
| 1Y | +123.2% | -42.5% | +165.8% | +124.4% |
| All | +123.2% | -42.5% | +165.7% | +124.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling