-14.0%
META vs CHWY
-43.2%
+29.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.6% |
| 7D | +5.5% | -12.0% | +17.5% | +6.7% |
| 30D | +7.6% | -6.2% | +13.7% | +7.7% |
| 3M | +13.0% | +5.5% | +7.5% | +11.1% |
| 6M | -1.3% | -17.8% | +16.5% | -1.6% |
| YTD | -2.2% | -36.2% | +34.0% | -3.8% |
| 1Y | -14.0% | -40.0% | +25.9% | -15.4% |
| All | -14.0% | -43.2% | +29.2% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling