+3,491.4%
FIX vs CHWY
-43.2%
+3,534.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.0% | +9.3% | +6.6% |
| 7D | +5.0% | -13.6% | +18.6% | +6.7% |
| 30D | -2.7% | -8.5% | +5.8% | -2.0% |
| 3M | -8.2% | +8.9% | -17.1% | -9.9% |
| 6M | +20.3% | -20.5% | +40.7% | +22.3% |
| YTD | +81.4% | -38.2% | +119.6% | +90.4% |
| 1Y | +121.5% | -43.3% | +164.8% | +134.5% |
| 3Y | +807.4% | -8.5% | +816.0% | +781.0% |
| 5Y | +2,306.7% | -72.7% | +2,379.5% | +2,431.6% |
| All | +3,491.4% | -43.2% | +3,534.6% | +2,576.5% |
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