+272.6%
P vs CHWY
-72.6%
+345.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.4% | +5.1% |
| 7D | -1.3% | -13.6% | +12.3% | +2.1% |
| 30D | -11.9% | -8.5% | -3.3% | -10.4% |
| 3M | +41.6% | +8.9% | +32.7% | +36.5% |
| 6M | +58.1% | -20.5% | +78.6% | +63.7% |
| YTD | +46.5% | -38.2% | +84.7% | +62.0% |
| 1Y | +19.1% | -43.3% | +62.3% | +33.8% |
| 3Y | +150.6% | -8.5% | +159.1% | +133.7% |
| All | +272.6% | -72.6% | +345.2% | +292.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling