+534.1%
MS vs CHWY
-34.3%
+568.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.4% |
| 7D | +1.4% | +1.7% | -0.3% | +1.1% |
| 30D | -0.3% | -1.5% | +1.3% | -0.1% |
| 3M | +0.3% | +13.6% | -13.3% | -1.7% |
| 6M | +31.3% | -7.3% | +38.6% | +31.7% |
| YTD | +24.7% | -28.4% | +53.1% | +29.0% |
| 1Y | +47.9% | -42.5% | +90.4% | +56.6% |
| 3Y | +178.3% | -4.1% | +182.4% | +169.2% |
| 5Y | +144.9% | -69.2% | +214.1% | +155.4% |
| All | +534.1% | -34.3% | +568.4% | +384.5% |
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