+15.0%
D vs CHWY
-43.2%
+58.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +2.0% | -0.9% |
| 7D | -2.2% | -13.6% | +11.4% | -1.7% |
| 30D | -4.5% | -8.5% | +4.1% | -4.1% |
| 3M | -2.5% | +8.9% | -11.4% | -3.0% |
| 6M | +5.5% | -20.5% | +26.0% | +6.3% |
| YTD | +13.3% | -38.2% | +51.4% | +15.2% |
| 1Y | +11.8% | -43.3% | +55.1% | +14.1% |
| 3Y | +56.7% | -8.5% | +65.3% | +54.4% |
| 5Y | +4.3% | -72.7% | +77.0% | +7.2% |
| All | +15.0% | -43.2% | +58.3% | -13.4% |
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