+167.1%
NXT vs CHWY
-54.5%
+221.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | -2.6% | -12.0% | +9.4% | -0.6% |
| 30D | -22.4% | -6.2% | -16.2% | -21.9% |
| 3M | -27.3% | +5.5% | -32.8% | -28.5% |
| 6M | -28.5% | -17.8% | -10.7% | -27.0% |
| YTD | -6.6% | -36.2% | +29.6% | -0.4% |
| 1Y | +20.4% | -40.0% | +60.3% | +29.2% |
| 3Y | +90.9% | -8.3% | +99.2% | +81.1% |
| All | +167.1% | -54.5% | +221.6% | +210.5% |
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