+126.2%
LOW vs CHWY
-43.2%
+169.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.2% | +0.5% |
| 7D | -3.7% | -13.6% | +9.9% | -1.9% |
| 30D | -8.9% | -8.5% | -0.3% | -7.9% |
| 3M | -10.4% | +8.9% | -19.3% | -11.7% |
| 6M | -19.4% | -20.5% | +1.1% | -17.4% |
| YTD | -17.1% | -38.2% | +21.0% | -12.4% |
| 1Y | -26.3% | -43.3% | +17.0% | -21.3% |
| 3Y | -9.9% | -8.5% | -1.3% | -13.2% |
| 5Y | +6.1% | -72.7% | +78.9% | +12.5% |
| All | +126.2% | -43.2% | +169.4% | +99.5% |
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