+2,382.0%
BE vs CHWY
-43.2%
+2,425.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -3.0% | +9.7% | +7.7% |
| 7D | +9.0% | -13.6% | +22.7% | +14.2% |
| 30D | +16.3% | -8.5% | +24.8% | +18.8% |
| 3M | +10.8% | +8.9% | +1.9% | +5.0% |
| 6M | +73.2% | -20.5% | +93.7% | +81.2% |
| YTD | +217.4% | -38.2% | +255.5% | +260.6% |
| 1Y | +309.8% | -43.3% | +353.0% | +374.5% |
| 3Y | +1,726.2% | -8.5% | +1,734.7% | +1,499.5% |
| 5Y | +1,306.2% | -72.7% | +1,378.9% | +1,658.0% |
| All | +2,382.0% | -43.2% | +2,425.2% | +2,671.1% |
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