+129.5%
DIA vs CHWY
-43.2%
+172.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.2% |
| 7D | -1.6% | -13.6% | +12.1% | -0.4% |
| 30D | -2.0% | -8.5% | +6.5% | -1.4% |
| 3M | +3.6% | +8.9% | -5.3% | +2.6% |
| 6M | +11.5% | -20.5% | +32.0% | +13.1% |
| YTD | +10.4% | -38.2% | +48.5% | +14.2% |
| 1Y | +15.6% | -43.3% | +58.8% | +20.3% |
| 3Y | +58.9% | -8.5% | +67.4% | +55.3% |
| 5Y | +65.3% | -72.7% | +138.1% | +71.5% |
| All | +129.5% | -43.2% | +172.7% | +92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling