+155.8%
INTC vs CHWY
-43.2%
+199.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.6% | +3.1% |
| 7D | +7.5% | -13.6% | +21.1% | +9.8% |
| 30D | +2.0% | -8.5% | +10.5% | +3.0% |
| 3M | -12.0% | +8.9% | -20.9% | -14.1% |
| 6M | +114.5% | -20.5% | +135.0% | +119.9% |
| YTD | +179.0% | -38.2% | +217.1% | +197.7% |
| 1Y | +318.3% | -43.3% | +361.5% | +352.1% |
| 3Y | +171.2% | -8.5% | +179.8% | +158.5% |
| 5Y | +107.6% | -72.7% | +180.3% | +127.9% |
| All | +155.8% | -43.2% | +199.0% | +97.0% |
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