-32.3%
TWLO vs CHWY
-72.6%
+40.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.5% |
| 7D | -2.4% | -13.6% | +11.2% | +2.7% |
| 30D | -7.8% | -8.5% | +0.7% | -5.4% |
| 3M | +10.0% | +8.9% | +1.1% | +4.6% |
| 6M | +79.5% | -20.5% | +99.9% | +90.4% |
| YTD | +59.8% | -38.2% | +98.0% | +86.3% |
| 1Y | +121.7% | -43.3% | +164.9% | +164.6% |
| 3Y | +240.8% | -8.5% | +249.3% | +203.1% |
| All | -32.3% | -72.6% | +40.3% | -9.8% |
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