-53.9%
DOCS vs CHWY
-70.6%
+16.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.6% | -5.7% | -6.8% |
| 7D | -7.3% | -1.9% | -5.4% | -6.7% |
| 30D | -10.9% | -1.1% | -9.8% | -10.6% |
| 3M | +20.3% | +15.5% | +4.8% | +14.1% |
| 6M | -3.6% | -8.5% | +4.9% | -1.8% |
| YTD | -44.9% | -29.6% | -15.3% | -39.0% |
| 1Y | -64.9% | -44.1% | -20.8% | -58.5% |
| 3Y | +7.6% | +1.2% | +6.4% | -6.8% |
| 5Y | -74.0% | -69.4% | -4.6% | -67.9% |
| All | -53.9% | -70.6% | +16.7% | -42.9% |
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 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