-36.7%
W vs CHWY
-42.4%
+5.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.8% | +11.0% | +6.0% |
| 7D | +5.9% | -14.1% | +20.1% | +14.3% |
| 30D | -3.0% | -8.1% | +5.1% | +0.5% |
| 3M | +40.3% | +1.7% | +38.6% | +37.5% |
| 6M | +32.2% | -20.7% | +52.9% | +47.1% |
| YTD | -0.3% | -37.2% | +36.9% | +24.1% |
| 1Y | +16.2% | -50.7% | +66.9% | +60.7% |
| 3Y | +40.7% | -9.7% | +50.5% | +20.6% |
| 5Y | -62.3% | -72.9% | +10.6% | -39.9% |
| All | -36.7% | -42.4% | +5.6% | -30.5% |
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