+166.4%
BAC vs CHWY
-43.2%
+209.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.5% |
| 7D | 0.0% | -13.6% | +13.6% | +1.4% |
| 30D | -2.8% | -8.5% | +5.8% | -2.1% |
| 3M | +14.2% | +8.9% | +5.3% | +12.9% |
| 6M | +30.5% | -20.5% | +51.0% | +32.7% |
| YTD | +15.8% | -38.2% | +54.0% | +20.5% |
| 1Y | +26.2% | -43.3% | +69.4% | +32.1% |
| 3Y | +136.5% | -8.5% | +145.1% | +131.0% |
| 5Y | +75.9% | -72.7% | +148.7% | +82.7% |
| All | +166.4% | -43.2% | +209.6% | +103.2% |
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