-16.6%
LUV vs CHWY
-43.2%
+26.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.5% | +1.7% |
| 7D | -1.0% | -13.6% | +12.7% | +0.5% |
| 30D | -12.4% | -8.5% | -3.8% | -11.7% |
| 3M | -11.0% | +8.9% | -19.9% | -12.0% |
| 6M | -5.0% | -20.5% | +15.5% | -3.1% |
| YTD | -3.8% | -38.2% | +34.4% | +0.3% |
| 1Y | +25.9% | -43.3% | +69.2% | +32.1% |
| 3Y | +42.2% | -8.5% | +50.8% | +39.6% |
| 5Y | -10.8% | -72.7% | +62.0% | -9.4% |
| All | -16.6% | -43.2% | +26.6% | -28.1% |
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