+187.4%
AXP vs CHWY
-37.2%
+224.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.3% |
| 7D | -2.1% | -1.7% | -0.4% | -2.0% |
| 30D | +2.7% | +14.7% | -12.0% | +1.2% |
| 3M | -7.3% | +1.1% | -8.4% | -7.6% |
| 6M | +1.8% | -1.3% | +3.1% | +1.4% |
| YTD | -13.1% | -31.6% | +18.6% | -10.5% |
| 1Y | -13.7% | -31.5% | +17.8% | -11.3% |
| 3Y | +113.1% | +13.2% | +99.9% | +104.6% |
| 5Y | +85.9% | -70.6% | +156.5% | +87.8% |
| All | +187.4% | -37.2% | +224.7% | +127.4% |
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