+535.1%
P vs CHWY
-43.2%
+578.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.4% | +5.0% |
| 7D | -1.3% | -13.6% | +12.3% | +1.9% |
| 30D | -11.9% | -8.5% | -3.3% | -10.5% |
| 3M | +41.6% | +8.9% | +32.7% | +36.8% |
| 6M | +58.1% | -20.5% | +78.6% | +63.4% |
| YTD | +46.5% | -38.2% | +84.7% | +61.0% |
| 1Y | +19.1% | -43.3% | +62.3% | +32.9% |
| 3Y | +150.6% | -8.5% | +159.1% | +135.4% |
| 5Y | +271.8% | -72.7% | +344.5% | +315.8% |
| All | +535.1% | -43.2% | +578.3% | +472.7% |
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