+126.8%
EXPE vs CHWY
-43.2%
+170.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.5% | +1.9% |
| 7D | -5.8% | -13.6% | +7.8% | -3.9% |
| 30D | -13.6% | -8.5% | -5.1% | -12.6% |
| 3M | +25.2% | +8.9% | +16.3% | +23.7% |
| 6M | +22.3% | -20.5% | +42.8% | +25.7% |
| YTD | -0.3% | -38.2% | +37.8% | +5.6% |
| 1Y | +27.8% | -43.3% | +71.1% | +36.5% |
| 3Y | +162.4% | -8.5% | +171.0% | +158.5% |
| 5Y | +95.8% | -72.7% | +168.6% | +97.3% |
| All | +126.8% | -43.2% | +170.0% | +101.6% |
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