+18.6%
DIA vs CHWY
-42.5%
+61.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.7% | -0.5% |
| 7D | -0.2% | +1.7% | -1.9% | -0.3% |
| 30D | -1.5% | -1.5% | 0.0% | -1.5% |
| 3M | +3.8% | +13.6% | -9.9% | +2.8% |
| 6M | +10.3% | -7.3% | +17.5% | +10.5% |
| YTD | +12.1% | -28.4% | +40.5% | +12.7% |
| 1Y | +18.6% | -42.5% | +61.2% | +19.7% |
| All | +18.6% | -42.5% | +61.1% | +19.7% |
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