+63.7%
META vs CHWY
-69.4%
+133.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | +6.0% | -1.9% | +7.9% | +6.5% |
| 30D | +3.6% | -1.1% | +4.7% | +3.7% |
| 3M | +4.9% | +15.5% | -10.6% | +1.0% |
| 6M | -4.7% | -8.5% | +3.8% | -3.9% |
| YTD | -6.9% | -29.6% | +22.7% | -0.7% |
| 1Y | -18.2% | -44.1% | +25.9% | -8.5% |
| 3Y | +107.8% | +1.2% | +106.5% | +89.5% |
| All | +63.7% | -69.4% | +133.1% | +75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling