+154.6%
IBM vs CHWY
-43.2%
+197.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.0% | +7.0% | +4.2% |
| 7D | +3.6% | -13.6% | +17.2% | +4.5% |
| 30D | +3.1% | -8.5% | +11.6% | +3.6% |
| 3M | -10.8% | +8.9% | -19.7% | -11.5% |
| 6M | -0.8% | -20.5% | +19.7% | +0.3% |
| YTD | -16.2% | -38.2% | +22.0% | -14.1% |
| 1Y | -2.9% | -43.3% | +40.4% | -0.1% |
| 3Y | +79.8% | -8.5% | +88.4% | +78.7% |
| 5Y | +124.9% | -72.7% | +197.6% | +129.3% |
| All | +154.6% | -43.2% | +197.8% | +115.6% |
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 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