+454.3%
MS vs CHWY
-37.2%
+491.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.5% |
| 7D | +3.7% | -1.7% | +5.4% | +3.9% |
| 30D | +2.0% | +14.7% | -12.7% | +0.2% |
| 3M | -12.6% | +1.1% | -13.7% | -13.0% |
| 6M | -0.3% | -1.3% | +1.0% | -0.9% |
| YTD | +9.0% | -31.6% | +40.6% | +13.1% |
| 1Y | +13.9% | -31.5% | +45.4% | +18.0% |
| 3Y | +173.6% | +13.2% | +160.4% | +158.8% |
| 5Y | +122.0% | -70.6% | +192.6% | +132.8% |
| All | +454.3% | -37.2% | +491.5% | +324.9% |
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