+62.2%
TWLO vs CHWY
-43.2%
+105.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.6% |
| 7D | -2.4% | -13.6% | +11.2% | +2.5% |
| 30D | -7.8% | -8.5% | +0.7% | -5.5% |
| 3M | +10.0% | +8.9% | +1.1% | +4.9% |
| 6M | +79.5% | -20.5% | +99.9% | +89.8% |
| YTD | +59.8% | -38.2% | +98.0% | +84.8% |
| 1Y | +121.7% | -43.3% | +164.9% | +162.1% |
| 3Y | +240.8% | -8.5% | +249.3% | +207.2% |
| 5Y | -33.6% | -72.7% | +39.1% | -14.2% |
| All | +62.2% | -43.2% | +105.4% | +61.3% |
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