+33.2%
W vs CHWY
-11.7%
+44.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.2% | +2.2% |
| 7D | -0.9% | -13.6% | +12.7% | +4.0% |
| 30D | -4.2% | -8.5% | +4.3% | -1.8% |
| 3M | +26.9% | +8.9% | +18.0% | +23.1% |
| 6M | +31.2% | -20.5% | +51.7% | +40.6% |
| YTD | -1.8% | -38.2% | +36.3% | +13.3% |
| 1Y | +9.3% | -43.3% | +52.6% | +28.8% |
| 3Y | +33.2% | -8.5% | +41.7% | +36.4% |
| All | +33.2% | -11.7% | +44.9% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling