+169.7%
EXE vs CHWY
-81.6%
+251.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.9% |
| 7D | -3.1% | -13.6% | +10.5% | -2.2% |
| 30D | -0.9% | -8.5% | +7.6% | -0.4% |
| 3M | +9.6% | +8.9% | +0.7% | +8.6% |
| 6M | -11.6% | -20.5% | +8.9% | -10.6% |
| YTD | -12.6% | -38.2% | +25.6% | -10.1% |
| 1Y | +1.2% | -43.3% | +44.4% | +4.5% |
| 3Y | +18.0% | -8.5% | +26.6% | +16.9% |
| 5Y | +101.1% | -72.7% | +173.8% | +102.2% |
| All | +169.7% | -81.6% | +251.3% | +169.7% |
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