+113.9%
ITW vs CHWY
-43.2%
+157.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.2% | +1.4% |
| 7D | -0.7% | -13.6% | +12.9% | +0.5% |
| 30D | -8.3% | -8.5% | +0.2% | -7.7% |
| 3M | +6.0% | +8.9% | -2.9% | +5.0% |
| 6M | 0.0% | -20.5% | +20.5% | +1.4% |
| YTD | +10.2% | -38.2% | +48.4% | +14.0% |
| 1Y | +3.2% | -43.3% | +46.5% | +7.4% |
| 3Y | +21.0% | -8.5% | +29.5% | +18.1% |
| 5Y | +37.9% | -72.7% | +110.7% | +42.2% |
| All | +113.9% | -43.2% | +157.1% | +82.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling