+127.9%
V vs CHWY
-41.4%
+169.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.2% |
| 7D | -3.0% | -12.0% | +9.0% | -1.9% |
| 30D | +1.2% | -6.2% | +7.4% | +1.7% |
| 3M | +13.9% | +5.5% | +8.4% | +13.1% |
| 6M | +17.2% | -17.8% | +35.0% | +18.8% |
| YTD | +5.3% | -36.2% | +41.6% | +9.0% |
| 1Y | +9.5% | -40.0% | +49.4% | +13.7% |
| 3Y | +51.9% | -8.3% | +60.2% | +48.4% |
| 5Y | +69.6% | -71.9% | +141.5% | +75.4% |
| All | +127.9% | -41.4% | +169.3% | +89.2% |
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 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