+1,449.6%
NET vs CHWY
-20.3%
+1,469.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.4% |
| 7D | -7.0% | +1.7% | -8.7% | -7.8% |
| 30D | -4.8% | -1.5% | -3.3% | -4.8% |
| 3M | +3.8% | +13.6% | -9.8% | -4.1% |
| 6M | +50.0% | -7.3% | +57.3% | +50.8% |
| YTD | +41.5% | -28.4% | +69.9% | +59.7% |
| 1Y | +32.8% | -42.5% | +75.3% | +62.7% |
| 3Y | +335.9% | -4.1% | +340.0% | +264.8% |
| 5Y | +113.8% | -69.2% | +183.0% | +195.4% |
| All | +1,449.6% | -20.3% | +1,469.9% | +1,455.8% |
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