+98.6%
DAL vs CHWY
-72.7%
+171.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -10.8% | +10.6% | +1.6% |
| 7D | +0.8% | -14.1% | +14.9% | +3.4% |
| 30D | -11.7% | -8.1% | -3.6% | -10.6% |
| 3M | -2.7% | +1.7% | -4.5% | -3.6% |
| 6M | +30.7% | -20.7% | +51.3% | +34.8% |
| YTD | +14.4% | -37.2% | +51.6% | +22.5% |
| 1Y | +31.2% | -50.7% | +81.9% | +45.5% |
| 3Y | +99.4% | -9.7% | +109.2% | +93.1% |
| 5Y | +98.6% | -72.9% | +171.5% | +84.3% |
| All | +98.6% | -72.7% | +171.2% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling