-39.8%
CHWY vs EXPD
+175.6%
-215.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.3% |
| 7D | -12.0% | +1.2% | -13.2% | -12.6% |
| 30D | -6.2% | +6.8% | -13.0% | -9.5% |
| 3M | +5.5% | +14.9% | -9.4% | -2.3% |
| 6M | -17.8% | +34.6% | -52.4% | -30.3% |
| YTD | -36.2% | +27.7% | -63.9% | -44.8% |
| 1Y | -40.0% | +57.7% | -97.6% | -54.1% |
| 3Y | -8.3% | +70.9% | -79.2% | -35.5% |
| 5Y | -71.9% | +59.5% | -131.4% | -80.0% |
| All | -39.8% | +175.6% | -215.4% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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