+145.8%
GOOG vs CHWY
-11.7%
+157.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.6% | +1.9% |
| 7D | 0.0% | -13.6% | +13.7% | +1.7% |
| 30D | -2.0% | -8.5% | +6.6% | -1.1% |
| 3M | -5.9% | +8.9% | -14.8% | -6.8% |
| 6M | +8.9% | -20.5% | +29.4% | +10.9% |
| YTD | +7.1% | -38.2% | +45.3% | +11.7% |
| 1Y | +39.7% | -43.3% | +82.9% | +46.7% |
| 3Y | +145.8% | -8.5% | +154.4% | +155.9% |
| All | +145.8% | -11.7% | +157.6% | +155.9% |
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