+54.2%
EXC vs CHWY
-43.2%
+97.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.4% |
| 7D | -1.1% | -13.6% | +12.5% | -0.4% |
| 30D | -3.6% | -8.5% | +4.9% | -3.3% |
| 3M | -4.3% | +8.9% | -13.2% | -4.8% |
| 6M | -9.9% | -20.5% | +10.5% | -9.2% |
| YTD | +1.8% | -38.2% | +39.9% | +3.8% |
| 1Y | +2.9% | -43.3% | +46.1% | +5.3% |
| 3Y | +19.1% | -8.5% | +27.7% | +16.9% |
| 5Y | +44.8% | -72.7% | +117.6% | +50.5% |
| All | +54.2% | -43.2% | +97.4% | +19.6% |
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