+1,599.6%
FLEX vs CHWY
-43.2%
+1,642.8%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.0% | +10.2% | +7.6% |
| 7D | +5.7% | -13.6% | +19.3% | +7.7% |
| 30D | -7.0% | -8.5% | +1.5% | -6.2% |
| 3M | -23.8% | +8.9% | -32.7% | -25.4% |
| 6M | +82.6% | -20.5% | +103.1% | +86.4% |
| YTD | +91.6% | -38.2% | +129.8% | +102.5% |
| 1Y | +100.6% | -43.3% | +143.8% | +114.2% |
| 3Y | +479.8% | -8.5% | +488.3% | +457.7% |
| 5Y | +746.5% | -72.7% | +819.2% | +801.3% |
| All | +1,599.6% | -43.2% | +1,642.8% | +1,420.5% |
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