-28.2%
KWEB vs CHWY
-43.2%
+15.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.3% |
| 7D | -5.6% | -13.6% | +8.0% | -2.7% |
| 30D | -10.7% | -8.5% | -2.1% | -9.2% |
| 3M | -7.4% | +8.9% | -16.3% | -9.6% |
| 6M | -19.3% | -20.5% | +1.1% | -16.3% |
| YTD | -27.8% | -38.2% | +10.4% | -21.2% |
| 1Y | -35.9% | -43.3% | +7.3% | -29.2% |
| 3Y | -1.9% | -8.5% | +6.6% | -9.0% |
| 5Y | -43.2% | -72.7% | +29.6% | -36.7% |
| All | -28.2% | -43.2% | +15.0% | -33.5% |
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