+459.7%
GLW vs CHWY
-8.9%
+468.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.2% |
| 7D | +11.7% | -12.0% | +23.7% | +12.2% |
| 30D | +2.7% | -6.2% | +8.8% | +2.7% |
| 3M | -2.8% | +5.5% | -8.3% | -3.7% |
| 6M | +20.2% | -17.8% | +37.9% | +21.1% |
| YTD | +87.3% | -36.2% | +123.5% | +92.9% |
| 1Y | +119.6% | -40.0% | +159.6% | +127.2% |
| All | +459.7% | -8.9% | +468.7% | +449.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling