+193.9%
ALL vs CHWY
-43.2%
+237.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +0.9% |
| 7D | -2.3% | -13.6% | +11.4% | -1.7% |
| 30D | -0.4% | -8.5% | +8.1% | -0.1% |
| 3M | +16.0% | +8.9% | +7.1% | +15.5% |
| 6M | +24.6% | -20.5% | +45.0% | +25.3% |
| YTD | +23.7% | -38.2% | +61.8% | +25.6% |
| 1Y | +27.7% | -43.3% | +71.0% | +30.1% |
| 3Y | +150.2% | -8.5% | +158.8% | +148.2% |
| 5Y | +117.1% | -72.7% | +189.8% | +119.3% |
| All | +193.9% | -43.2% | +237.1% | +152.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling