+731.6%
ASML vs CHWY
-37.2%
+768.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | -0.1% | -2.0% |
| 7D | +10.4% | -1.7% | +12.1% | +10.7% |
| 30D | -12.7% | +14.7% | -27.4% | -15.5% |
| 3M | -17.2% | +1.1% | -18.3% | -18.2% |
| 6M | -1.3% | -1.3% | 0.0% | -3.0% |
| YTD | +40.8% | -31.6% | +72.4% | +48.8% |
| 1Y | +45.2% | -31.5% | +76.7% | +53.3% |
| 3Y | +131.8% | +13.2% | +118.6% | +107.4% |
| 5Y | +84.0% | -70.6% | +154.6% | +103.9% |
| All | +731.6% | -37.2% | +768.8% | +654.2% |
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 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