+299.3%
MSFT vs CHWY
-43.2%
+342.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.7% | +1.1% |
| 7D | -0.8% | -13.6% | +12.8% | +1.4% |
| 30D | +0.8% | -8.5% | +9.4% | +2.1% |
| 3M | +27.2% | +8.9% | +18.3% | +24.9% |
| 6M | +22.9% | -20.5% | +43.4% | +26.3% |
| YTD | +3.1% | -38.2% | +41.3% | +10.0% |
| 1Y | -0.3% | -43.3% | +43.0% | +7.5% |
| 3Y | +50.1% | -8.5% | +58.6% | +42.9% |
| 5Y | +74.6% | -72.7% | +147.4% | +91.6% |
| All | +299.3% | -43.2% | +342.5% | +223.5% |
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