+100.3%
F vs CHWY
-43.2%
+143.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.7% | +1.0% |
| 7D | -4.4% | -13.6% | +9.2% | -2.7% |
| 30D | +1.0% | -8.5% | +9.6% | +2.0% |
| 3M | -4.0% | +8.9% | -12.9% | -5.2% |
| 6M | +18.1% | -20.5% | +38.5% | +20.6% |
| YTD | +10.2% | -38.2% | +48.3% | +15.7% |
| 1Y | +24.3% | -43.3% | +67.6% | +31.6% |
| 3Y | +38.1% | -8.5% | +46.6% | +32.4% |
| 5Y | +50.2% | -72.7% | +123.0% | +53.8% |
| All | +100.3% | -43.2% | +143.5% | +80.4% |
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