+1,382.8%
ASX vs CHWY
-43.2%
+1,426.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.1% | -0.5% |
| 7D | +5.2% | -13.6% | +18.8% | +7.5% |
| 30D | +0.5% | -8.5% | +9.0% | +1.5% |
| 3M | +8.3% | +8.9% | -0.6% | +5.7% |
| 6M | +82.0% | -20.5% | +102.5% | +86.5% |
| YTD | +147.6% | -38.2% | +185.8% | +164.0% |
| 1Y | +258.8% | -43.3% | +302.1% | +286.9% |
| 3Y | +452.1% | -8.5% | +460.6% | +424.9% |
| 5Y | +441.7% | -72.7% | +514.5% | +479.8% |
| All | +1,382.8% | -43.2% | +1,426.1% | +1,295.8% |
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