+127.3%
DIA vs CHWY
-41.4%
+168.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.8% |
| 7D | -3.0% | -12.0% | +9.0% | -2.0% |
| 30D | -3.0% | -6.2% | +3.2% | -2.6% |
| 3M | +4.5% | +5.5% | -1.0% | +3.7% |
| 6M | +9.8% | -17.8% | +27.6% | +11.1% |
| YTD | +9.3% | -36.2% | +45.5% | +12.8% |
| 1Y | +16.0% | -40.0% | +55.9% | +20.1% |
| 3Y | +57.7% | -8.3% | +66.0% | +54.2% |
| 5Y | +63.8% | -71.9% | +135.6% | +69.4% |
| All | +127.3% | -41.4% | +168.7% | +89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling