+120.1%
EXPE vs CHWY
-42.4%
+162.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.8% | +10.1% | +0.8% |
| 7D | -11.5% | -14.1% | +2.6% | -9.7% |
| 30D | -13.1% | -8.1% | -4.9% | -12.1% |
| 3M | +18.1% | +1.7% | +16.4% | +17.7% |
| 6M | +13.3% | -20.7% | +33.9% | +16.4% |
| YTD | -3.2% | -37.2% | +34.0% | +2.3% |
| 1Y | +26.1% | -50.7% | +76.9% | +36.8% |
| 3Y | +151.7% | -9.7% | +161.5% | +148.2% |
| 5Y | +88.3% | -72.9% | +161.3% | +89.3% |
| All | +120.1% | -42.4% | +162.5% | +95.3% |
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