+114.5%
AXP vs CHWY
-72.7%
+187.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -10.8% | +9.5% | +0.1% |
| 7D | -2.5% | -14.1% | +11.7% | -0.6% |
| 30D | -5.0% | -8.1% | +3.1% | -4.1% |
| 3M | +1.4% | +1.7% | -0.4% | +0.7% |
| 6M | +6.0% | -20.7% | +26.6% | +8.5% |
| YTD | -12.3% | -37.2% | +24.9% | -7.7% |
| 1Y | +0.3% | -50.7% | +51.0% | +8.4% |
| 3Y | +111.7% | -9.7% | +121.4% | +105.6% |
| 5Y | +114.5% | -72.9% | +187.5% | +110.0% |
| All | +114.5% | -72.7% | +187.2% | +110.0% |
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