+114.4%
META vs CHWY
-10.4%
+124.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -10.8% | +17.4% | +7.9% |
| 7D | +10.3% | -14.1% | +24.4% | +12.3% |
| 30D | +9.9% | -8.1% | +18.0% | +10.7% |
| 3M | +11.9% | +1.7% | +10.2% | +11.0% |
| 6M | +1.2% | -20.7% | +21.8% | +3.2% |
| YTD | -0.8% | -37.2% | +36.4% | +4.0% |
| 1Y | -14.3% | -50.7% | +36.4% | -7.6% |
| All | +114.4% | -10.4% | +124.8% | +134.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling