+162.4%
EXPE vs CHWY
-11.7%
+174.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.5% | +2.1% |
| 7D | -5.8% | -13.6% | +7.8% | -2.8% |
| 30D | -13.6% | -8.5% | -5.1% | -12.0% |
| 3M | +25.2% | +8.9% | +16.3% | +22.8% |
| 6M | +22.3% | -20.5% | +42.8% | +27.5% |
| YTD | -0.3% | -38.2% | +37.8% | +8.5% |
| 1Y | +27.8% | -43.3% | +71.1% | +40.7% |
| 3Y | +162.4% | -8.5% | +171.0% | +163.6% |
| All | +162.4% | -11.7% | +174.1% | +163.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling