+452.1%
ASX vs CHWY
-11.7%
+463.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.1% | -0.7% |
| 7D | +5.2% | -13.6% | +18.8% | +6.7% |
| 30D | +0.5% | -8.5% | +9.0% | +1.1% |
| 3M | +8.3% | +8.9% | -0.6% | +6.1% |
| 6M | +82.0% | -20.5% | +102.5% | +85.5% |
| YTD | +147.6% | -38.2% | +185.8% | +160.4% |
| 1Y | +258.8% | -43.3% | +302.1% | +280.8% |
| 3Y | +452.1% | -8.5% | +460.6% | +477.4% |
| All | +452.1% | -11.7% | +463.8% | +477.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling