-40.7%
DIS vs CHWY
-72.6%
+31.9%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.3% |
| 7D | -1.3% | -12.0% | +10.8% | +0.6% |
| 30D | +2.2% | -6.2% | +8.4% | +3.1% |
| 3M | +8.1% | +5.5% | +2.6% | +6.9% |
| 6M | +5.2% | -17.8% | +23.0% | +7.5% |
| YTD | -6.3% | -36.2% | +29.9% | -0.9% |
| 1Y | -7.3% | -40.0% | +32.7% | -1.3% |
| 3Y | +33.8% | -8.3% | +42.1% | +27.9% |
| 5Y | -40.7% | -71.9% | +31.2% | -39.7% |
| All | -40.7% | -72.6% | +31.9% | -39.7% |
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 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