-41.6%
CHWY vs CDW
+59.4%
-101.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +7.8% | -10.9% | -6.0% |
| 7D | -13.6% | +0.9% | -14.5% | -14.1% |
| 30D | -8.5% | +13.1% | -21.6% | -13.3% |
| 3M | +8.9% | +19.7% | -10.8% | +0.3% |
| 6M | -20.5% | +30.7% | -51.2% | -31.0% |
| YTD | -38.2% | +14.7% | -52.9% | -43.5% |
| 1Y | -43.3% | -5.3% | -37.9% | -44.1% |
| 3Y | -8.5% | -23.8% | +15.3% | -3.5% |
| 5Y | -72.7% | -16.8% | -55.9% | -73.0% |
| All | -41.6% | +59.4% | -101.0% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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