+175.5%
EXE vs CHWY
-81.0%
+256.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | -2.2% | -12.0% | +9.8% | -1.4% |
| 30D | -0.8% | -6.2% | +5.4% | -0.5% |
| 3M | +10.0% | +5.5% | +4.5% | +9.3% |
| 6M | -6.3% | -17.8% | +11.5% | -5.5% |
| YTD | -10.7% | -36.2% | +25.5% | -8.4% |
| 1Y | +2.7% | -40.0% | +42.6% | +5.7% |
| 3Y | +19.1% | -8.3% | +27.4% | +18.0% |
| 5Y | +105.4% | -71.9% | +177.3% | +106.1% |
| All | +175.5% | -81.0% | +256.5% | +174.9% |
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