-41.6%
CHWY vs EXEL
+182.4%
-224.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.8% | -2.5% |
| 7D | -13.6% | -4.9% | -8.7% | -12.6% |
| 30D | -8.5% | +11.4% | -19.9% | -11.0% |
| 3M | +8.9% | +4.9% | +4.0% | +7.4% |
| 6M | -20.5% | +34.4% | -54.9% | -26.6% |
| YTD | -38.2% | +28.0% | -66.2% | -42.4% |
| 1Y | -43.3% | +43.6% | -86.9% | -49.1% |
| 3Y | -8.5% | +155.2% | -163.8% | -32.5% |
| 5Y | -72.7% | +181.2% | -253.9% | -80.6% |
| All | -41.6% | +182.4% | -224.0% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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