+56.1%
EXC vs CHWY
-42.4%
+98.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.8% | +10.3% | 0.0% |
| 7D | +0.3% | -14.1% | +14.5% | +1.1% |
| 30D | -0.9% | -8.1% | +7.3% | -0.5% |
| 3M | -2.7% | +1.7% | -4.4% | -2.9% |
| 6M | -9.4% | -20.7% | +11.3% | -8.6% |
| YTD | +3.0% | -37.2% | +40.2% | +5.0% |
| 1Y | +5.1% | -50.7% | +55.9% | +8.4% |
| 3Y | +20.6% | -9.7% | +30.3% | +18.5% |
| 5Y | +45.7% | -72.9% | +118.6% | +51.6% |
| All | +56.1% | -42.4% | +98.5% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling