-61.5%
JD vs CHWY
-72.6%
+11.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.2% | +0.8% |
| 7D | -4.2% | -13.6% | +9.4% | -1.1% |
| 30D | -14.4% | -8.5% | -5.8% | -12.8% |
| 3M | -3.6% | +8.9% | -12.5% | -6.0% |
| 6M | -0.3% | -20.5% | +20.2% | +3.7% |
| YTD | -2.4% | -38.2% | +35.8% | +7.3% |
| 1Y | -18.5% | -43.3% | +24.7% | -9.1% |
| 3Y | -7.0% | -8.5% | +1.5% | -14.6% |
| All | -61.5% | -72.6% | +11.2% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling