-25.1%
NOW vs CHWY
-70.8%
+45.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | -27.0% | +8.1% | -35.1% | -28.7% |
| 3M | -19.6% | +0.3% | -19.9% | -20.2% |
| 6M | +17.5% | +4.0% | +13.4% | +15.2% |
| YTD | -33.3% | -31.9% | -1.4% | -26.8% |
| 1Y | -39.8% | -32.8% | -7.1% | -34.0% |
| 3Y | -19.9% | +16.0% | -35.9% | -30.9% |
| All | -25.1% | -70.8% | +45.7% | -7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling