+152.4%
MSCI vs CHWY
-35.4%
+187.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.1% | -3.5% |
| 7D | -2.1% | -1.9% | -0.2% | -1.7% |
| 30D | -1.7% | -1.1% | -0.6% | -1.6% |
| 3M | -8.2% | +15.5% | -23.7% | -10.8% |
| 6M | -2.4% | -8.5% | +6.1% | -1.7% |
| YTD | -2.8% | -29.6% | +26.8% | +2.2% |
| 1Y | -2.7% | -44.1% | +41.4% | +6.0% |
| 3Y | +7.3% | +1.2% | +6.1% | -0.4% |
| 5Y | -11.4% | -69.4% | +57.9% | -4.0% |
| All | +152.4% | -35.4% | +187.8% | +115.3% |
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