+14.2%
JD vs CHWY
-43.2%
+57.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.2% | +0.8% |
| 7D | -4.2% | -13.6% | +9.4% | -1.2% |
| 30D | -14.4% | -8.5% | -5.8% | -12.9% |
| 3M | -3.6% | +8.9% | -12.5% | -5.9% |
| 6M | -0.3% | -20.5% | +20.2% | +3.6% |
| YTD | -2.4% | -38.2% | +35.8% | +6.8% |
| 1Y | -18.5% | -43.3% | +24.7% | -9.6% |
| 3Y | -7.0% | -8.5% | +1.5% | -13.6% |
| 5Y | -61.7% | -72.7% | +11.0% | -56.9% |
| All | +14.2% | -43.2% | +57.4% | +2.8% |
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