-99.1%
NVD vs CHWY
-25.7%
-73.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | -0.6% |
| 7D | +10.8% | -13.6% | +24.4% | +6.7% |
| 30D | +0.8% | -8.5% | +9.3% | -1.5% |
| 3M | -20.8% | +8.9% | -29.7% | -18.1% |
| 6M | -41.2% | -20.5% | -20.7% | -44.1% |
| YTD | -44.2% | -38.2% | -6.0% | -50.4% |
| 1Y | -54.2% | -43.3% | -10.9% | -60.3% |
| 3Y | -99.1% | -8.5% | -90.6% | -99.1% |
| All | -99.1% | -25.7% | -73.5% | -99.1% |
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 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