+115.6%
ASML vs CHWY
-69.2%
+184.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.6% | +3.3% |
| 7D | +6.0% | -1.9% | +7.9% | +6.4% |
| 30D | +1.4% | -1.1% | +2.5% | +1.4% |
| 3M | +1.0% | +15.5% | -14.4% | -3.3% |
| 6M | +37.0% | -8.5% | +45.5% | +37.5% |
| YTD | +65.8% | -29.6% | +95.3% | +76.4% |
| 1Y | +123.1% | -44.1% | +167.2% | +149.3% |
| 3Y | +188.2% | +1.2% | +186.9% | +164.2% |
| 5Y | +115.6% | -69.4% | +185.0% | +141.4% |
| All | +115.6% | -69.2% | +184.8% | +141.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling