-5.1%
DASH vs CHWY
-72.7%
+67.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -10.8% | +9.2% | +2.7% |
| 7D | -12.8% | -14.1% | +1.3% | -7.6% |
| 30D | -6.0% | -8.1% | +2.1% | -3.3% |
| 3M | +26.7% | +1.7% | +25.0% | +24.6% |
| 6M | +11.7% | -20.7% | +32.3% | +20.4% |
| YTD | -12.9% | -37.2% | +24.3% | +2.2% |
| 1Y | -23.1% | -50.7% | +27.6% | -2.1% |
| 3Y | +140.0% | -9.7% | +149.8% | +110.8% |
| 5Y | -5.1% | -72.9% | +67.9% | +28.4% |
| All | -5.1% | -72.7% | +67.6% | +28.4% |
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 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