+8.9%
NOK vs CHWY
-31.6%
+40.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -1.7% | -8.0% | -9.9% |
| 7D | -19.9% | +10.4% | -30.3% | -18.8% |
| 30D | -32.0% | +26.8% | -58.8% | -30.4% |
| 3M | -22.1% | -4.3% | -17.8% | -20.6% |
| 6M | -44.4% | -6.3% | -38.1% | -42.2% |
| YTD | +15.3% | -30.4% | +45.7% | +23.6% |
| 1Y | +8.9% | -30.5% | +39.4% | +16.3% |
| All | +8.9% | -31.6% | +40.5% | +16.3% |
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 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