+2.0%
RDW vs CHWY
-81.8%
+83.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.4% |
| 7D | +0.9% | -13.6% | +14.5% | +5.1% |
| 30D | -21.3% | -8.5% | -12.7% | -19.5% |
| 3M | -37.9% | +8.9% | -46.8% | -40.2% |
| 6M | +12.3% | -20.5% | +32.7% | +17.7% |
| YTD | +39.7% | -38.2% | +77.9% | +58.0% |
| 1Y | +25.7% | -43.3% | +68.9% | +44.9% |
| 3Y | +230.8% | -8.5% | +239.4% | +213.7% |
| 5Y | -8.8% | -72.7% | +64.0% | +4.8% |
| All | +2.0% | -81.8% | +83.8% | +21.7% |
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