+4.4%
GOOGL vs CHWY
-28.3%
+32.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.1% | -2.9% | +2.4% |
| 7D | -11.1% | +13.4% | -24.4% | -12.5% |
| 30D | -16.6% | +28.4% | -45.0% | -19.6% |
| 3M | -23.4% | -2.9% | -20.5% | -23.3% |
| 6M | -24.5% | -4.7% | -19.8% | -25.3% |
| YTD | -7.5% | -29.2% | +21.7% | -8.1% |
| 1Y | +4.4% | -30.7% | +35.1% | +4.6% |
| All | +4.4% | -28.3% | +32.7% | +4.6% |
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