+143.4%
NOW vs CHWY
-43.2%
+186.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.1% | +1.9% |
| 7D | -6.2% | -13.6% | +7.4% | -2.5% |
| 30D | +6.1% | -8.5% | +14.6% | +8.4% |
| 3M | +28.6% | +8.9% | +19.7% | +25.3% |
| 6M | +14.6% | -20.5% | +35.1% | +21.2% |
| YTD | -13.5% | -38.2% | +24.7% | -2.7% |
| 1Y | -29.4% | -43.3% | +13.9% | -19.2% |
| 3Y | +9.4% | -8.5% | +17.9% | +2.7% |
| 5Y | +2.3% | -72.7% | +75.0% | +21.8% |
| All | +143.4% | -43.2% | +186.6% | +109.8% |
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