+122.4%
GLW vs CHWY
-43.1%
+165.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.0% | +5.0% | +1.7% |
| 7D | +7.8% | -13.6% | +21.5% | +6.2% |
| 30D | -0.4% | -8.5% | +8.1% | -1.4% |
| 3M | -5.6% | +8.9% | -14.5% | -6.1% |
| 6M | +26.7% | -20.5% | +47.2% | +27.2% |
| YTD | +91.0% | -38.2% | +129.2% | +96.6% |
| 1Y | +122.4% | -43.3% | +165.7% | +132.4% |
| All | +122.4% | -43.1% | +165.5% | +132.4% |
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