+13.9%
JD vs CHWY
-42.4%
+56.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -10.8% | +8.4% | -0.1% |
| 7D | -3.0% | -14.1% | +11.2% | +0.2% |
| 30D | -19.3% | -8.1% | -11.2% | -18.0% |
| 3M | -6.0% | +1.7% | -7.7% | -7.0% |
| 6M | +1.8% | -20.7% | +22.4% | +5.8% |
| YTD | -2.6% | -37.2% | +34.6% | +6.3% |
| 1Y | -17.4% | -50.7% | +33.3% | -5.7% |
| 3Y | -8.6% | -9.7% | +1.1% | -14.8% |
| 5Y | -61.6% | -72.9% | +11.3% | -56.7% |
| All | +13.9% | -42.4% | +56.3% | +2.3% |
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