+9.0%
MSFT vs CHWY
-28.3%
+37.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.1% | +0.6% | +5.6% |
| 7D | +4.7% | +13.4% | -8.7% | +2.4% |
| 30D | +5.8% | +28.4% | -22.6% | +0.9% |
| 3M | +13.0% | -2.9% | +15.9% | +13.5% |
| 6M | +34.9% | -4.7% | +39.6% | +34.3% |
| YTD | +15.7% | -29.2% | +44.9% | +20.3% |
| 1Y | +9.0% | -30.7% | +39.7% | +13.0% |
| All | +9.0% | -28.3% | +37.3% | +13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling