-15.6%
DOW vs CHWY
-43.2%
+27.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +1.0% | -1.8% |
| 7D | -1.4% | -13.6% | +12.2% | -0.4% |
| 30D | -3.9% | -8.5% | +4.6% | -3.4% |
| 3M | -12.7% | +8.9% | -21.6% | -13.5% |
| 6M | -13.7% | -20.5% | +6.8% | -12.7% |
| YTD | +28.4% | -38.2% | +66.5% | +32.3% |
| 1Y | +21.8% | -43.3% | +65.0% | +26.2% |
| 3Y | -35.7% | -8.5% | -27.2% | -37.3% |
| 5Y | -36.8% | -72.7% | +35.9% | -34.5% |
| All | -15.6% | -43.2% | +27.6% | -36.7% |
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 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