+859.4%
ASML vs CHWY
-42.4%
+901.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -10.8% | +8.8% | +0.2% |
| 7D | +2.8% | -14.1% | +17.0% | +6.0% |
| 30D | -0.2% | -8.1% | +7.9% | +1.2% |
| 3M | -2.6% | +1.7% | -4.3% | -4.1% |
| 6M | +27.9% | -20.7% | +48.5% | +31.9% |
| YTD | +62.4% | -37.2% | +99.7% | +75.8% |
| 1Y | +116.2% | -50.7% | +166.9% | +145.4% |
| 3Y | +182.4% | -9.7% | +192.1% | +166.8% |
| 5Y | +112.4% | -72.9% | +185.3% | +140.2% |
| All | +859.4% | -42.4% | +901.8% | +791.4% |
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 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