-35.6%
CHWY vs DOC
-7.4%
-28.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -0.2% | -0.9% | +0.7% | +0.1% |
| 30D | +8.1% | +7.7% | +0.4% | +5.7% |
| 3M | +0.3% | -2.0% | +2.3% | +1.0% |
| 6M | +4.0% | +5.9% | -1.8% | +2.3% |
| YTD | -31.9% | +31.8% | -63.7% | -37.9% |
| 1Y | -32.8% | +22.5% | -55.3% | -37.3% |
| 3Y | +16.0% | +54.7% | -38.7% | -1.5% |
| 5Y | -70.7% | -21.3% | -49.4% | -70.0% |
| All | -35.6% | -7.4% | -28.2% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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