+6.1%
MSCI vs CHWY
-8.9%
+15.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.8% | -1.4% |
| 7D | -4.7% | -12.0% | +7.3% | -3.5% |
| 30D | -2.2% | -6.2% | +4.0% | -1.7% |
| 3M | -9.7% | +5.5% | -15.2% | -10.3% |
| 6M | +0.3% | -17.8% | +18.0% | +1.4% |
| YTD | -3.5% | -36.2% | +32.7% | -0.4% |
| 1Y | -1.4% | -40.0% | +38.6% | +2.1% |
| All | +6.1% | -8.9% | +15.0% | +8.1% |
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