+30.2%
OMC vs CHWY
-72.6%
+102.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.5% | -0.2% |
| 7D | -4.4% | -13.6% | +9.2% | -2.7% |
| 30D | -7.6% | -8.5% | +0.9% | -6.7% |
| 3M | +4.5% | +8.9% | -4.4% | +3.4% |
| 6M | -0.3% | -20.5% | +20.2% | +1.9% |
| YTD | -0.1% | -38.2% | +38.0% | +4.6% |
| 1Y | +4.6% | -43.3% | +47.9% | +10.4% |
| 3Y | +10.5% | -8.5% | +19.0% | +8.3% |
| All | +30.2% | -72.6% | +102.8% | +26.6% |
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