+1,381.0%
NET vs CHWY
-21.2%
+1,402.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.1% | -8.7% | -5.3% |
| 7D | -16.4% | +13.4% | -29.7% | -21.4% |
| 30D | -25.8% | +28.4% | -54.3% | -34.6% |
| 3M | -11.5% | -2.9% | -8.6% | -12.9% |
| 6M | +18.9% | -4.7% | +23.6% | +16.3% |
| YTD | +35.2% | -29.2% | +64.4% | +50.0% |
| 1Y | +14.5% | -30.7% | +45.2% | +27.9% |
| 3Y | +313.8% | +10.7% | +303.1% | +213.6% |
| 5Y | +32.6% | -70.6% | +103.2% | +82.9% |
| All | +1,381.0% | -21.2% | +1,402.2% | +1,361.5% |
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