+24.3%
W vs CHWY
-28.3%
+52.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +6.1% | +4.9% | +8.3% |
| 7D | +8.4% | +13.4% | -5.0% | +2.7% |
| 30D | +16.5% | +28.4% | -11.9% | +4.0% |
| 3M | +6.4% | -2.9% | +9.3% | +7.1% |
| 6M | +90.5% | -4.7% | +95.3% | +90.0% |
| YTD | +23.1% | -29.2% | +52.3% | +36.1% |
| 1Y | +24.3% | -30.7% | +55.0% | +36.1% |
| All | +24.3% | -28.3% | +52.6% | +36.1% |
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