+153.9%
MSCI vs CHWY
-43.2%
+197.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.8% |
| 7D | -3.2% | -13.6% | +10.4% | -0.8% |
| 30D | -1.1% | -8.5% | +7.4% | +0.2% |
| 3M | -6.3% | +8.9% | -15.2% | -8.1% |
| 6M | +2.1% | -20.5% | +22.6% | +5.3% |
| YTD | -2.3% | -38.2% | +35.9% | +5.0% |
| 1Y | -3.9% | -43.3% | +39.3% | +4.4% |
| 3Y | +7.5% | -8.5% | +16.0% | +1.4% |
| 5Y | -9.8% | -72.7% | +63.0% | -0.3% |
| All | +153.9% | -43.2% | +197.1% | +121.2% |
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