+751.2%
ASML vs CHWY
-35.7%
+786.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.5% |
| 7D | +2.5% | -1.1% | +3.6% | +2.8% |
| 30D | -12.2% | +18.7% | -30.9% | -15.6% |
| 3M | -14.6% | +3.0% | -17.6% | -16.0% |
| 6M | -1.7% | +2.9% | -4.7% | -4.3% |
| YTD | +44.3% | -30.0% | +74.3% | +51.7% |
| 1Y | +51.0% | -30.5% | +81.5% | +58.9% |
| 3Y | +137.6% | +16.0% | +121.6% | +111.5% |
| 5Y | +92.7% | -67.5% | +160.3% | +109.5% |
| All | +751.2% | -35.7% | +786.9% | +668.2% |
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