+99.6%
DE vs CHWY
-72.6%
+172.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | 0.0% |
| 7D | -2.6% | -13.6% | +11.0% | -1.2% |
| 30D | +9.0% | -8.5% | +17.6% | +9.8% |
| 3M | +19.1% | +8.9% | +10.2% | +17.8% |
| 6M | +14.4% | -20.5% | +34.8% | +16.2% |
| YTD | +45.9% | -38.2% | +84.1% | +51.7% |
| 1Y | +43.6% | -43.3% | +86.9% | +50.3% |
| 3Y | +75.9% | -8.5% | +84.4% | +71.1% |
| All | +99.6% | -72.6% | +172.3% | +98.0% |
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