+260.5%
META vs CHWY
-43.2%
+303.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.2% |
| 7D | +5.1% | -13.6% | +18.7% | +8.0% |
| 30D | +12.0% | -8.5% | +20.5% | +13.5% |
| 3M | +14.1% | +8.9% | +5.2% | +11.3% |
| 6M | -0.9% | -20.5% | +19.6% | +2.6% |
| YTD | -1.7% | -38.2% | +36.5% | +6.8% |
| 1Y | -13.4% | -43.3% | +29.8% | -4.7% |
| 3Y | +112.6% | -8.5% | +121.1% | +99.7% |
| 5Y | +72.6% | -72.7% | +145.4% | +93.6% |
| All | +260.5% | -43.2% | +303.7% | +207.5% |
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