+63.4%
DAL vs CHWY
-37.4%
+100.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +12.8% | +8.1% | +4.7% | +11.9% |
| 3M | -5.3% | +0.3% | -5.5% | -5.5% |
| 6M | +22.4% | +4.0% | +18.3% | +21.3% |
| YTD | +25.6% | -31.9% | +57.5% | +29.7% |
| 1Y | +45.5% | -32.8% | +78.3% | +50.4% |
| 3Y | +161.0% | +16.0% | +144.9% | +152.0% |
| 5Y | +112.2% | -70.7% | +183.0% | +106.5% |
| All | +63.4% | -37.4% | +100.8% | +57.9% |
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