+64.3%
TWLO vs CHWY
-28.3%
+92.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.1% | -6.2% | -1.0% |
| 7D | -15.9% | +13.4% | -29.2% | -17.4% |
| 30D | -29.0% | +28.4% | -57.5% | -32.1% |
| 3M | +10.0% | -2.9% | +12.9% | +11.1% |
| 6M | +12.6% | -4.7% | +17.3% | +14.7% |
| YTD | +50.1% | -29.2% | +79.3% | +65.8% |
| 1Y | +64.3% | -30.7% | +95.0% | +82.2% |
| All | +64.3% | -28.3% | +92.6% | +82.2% |
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