+217.1%
NDAQ vs CHWY
-43.2%
+260.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.5% | -0.2% |
| 7D | -5.6% | -13.6% | +8.1% | -3.9% |
| 30D | -4.4% | -8.5% | +4.2% | -3.4% |
| 3M | +5.9% | +8.9% | -3.0% | +4.4% |
| 6M | +7.7% | -20.5% | +28.2% | +10.1% |
| YTD | -5.2% | -38.2% | +33.0% | -0.2% |
| 1Y | -3.4% | -43.3% | +39.9% | +2.6% |
| 3Y | +85.6% | -8.5% | +94.2% | +79.8% |
| 5Y | +49.5% | -72.7% | +122.2% | +59.8% |
| All | +217.1% | -43.2% | +260.3% | +160.6% |
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