+243.1%
META vs CHWY
-34.3%
+277.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.2% | +1.3% |
| 7D | +6.7% | +1.7% | +5.0% | +6.3% |
| 30D | +4.8% | -1.5% | +6.3% | +4.9% |
| 3M | -1.6% | +13.6% | -15.3% | -4.6% |
| 6M | -7.5% | -7.3% | -0.2% | -7.0% |
| YTD | -6.4% | -28.4% | +22.0% | -1.1% |
| 1Y | -17.3% | -42.5% | +25.2% | -9.2% |
| 3Y | +109.9% | -4.1% | +114.0% | +96.5% |
| 5Y | +65.4% | -69.2% | +134.5% | +81.1% |
| All | +243.1% | -34.3% | +277.4% | +184.8% |
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