+43.0%
EXC vs CHWY
-72.6%
+115.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.4% |
| 7D | -1.1% | -13.6% | +12.5% | -0.7% |
| 30D | -3.6% | -8.5% | +4.9% | -3.4% |
| 3M | -4.3% | +8.9% | -13.2% | -4.6% |
| 6M | -9.9% | -20.5% | +10.5% | -9.6% |
| YTD | +1.8% | -38.2% | +39.9% | +2.9% |
| 1Y | +2.9% | -43.3% | +46.1% | +4.2% |
| 3Y | +19.1% | -8.5% | +27.7% | +18.0% |
| All | +43.0% | -72.6% | +115.6% | +40.4% |
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