+45.5%
DAL vs CHWY
-31.4%
+77.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.3% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | +12.8% | +8.1% | +4.7% | +11.3% |
| 3M | -5.3% | +0.3% | -5.5% | -5.5% |
| 6M | +22.4% | +4.0% | +18.3% | +20.5% |
| YTD | +25.6% | -31.9% | +57.5% | +30.8% |
| 1Y | +45.5% | -32.8% | +78.3% | +51.8% |
| All | +45.5% | -31.4% | +77.0% | +51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling