+8.4%
OMC vs CHWY
-42.5%
+50.9%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.2% |
| 7D | -6.4% | +1.7% | -8.1% | -6.8% |
| 30D | +1.1% | -1.5% | +2.7% | +1.3% |
| 3M | +10.4% | +13.6% | -3.2% | +7.0% |
| 6M | -1.7% | -7.3% | +5.5% | -0.6% |
| YTD | +4.4% | -28.4% | +32.9% | +8.1% |
| 1Y | +8.4% | -42.5% | +51.0% | +15.0% |
| All | +8.4% | -42.5% | +50.9% | +15.0% |
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