+130.0%
RSP vs CHWY
-43.2%
+173.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.1% |
| 7D | -1.9% | -13.6% | +11.7% | -0.5% |
| 30D | -2.8% | -8.5% | +5.7% | -2.1% |
| 3M | +2.8% | +8.9% | -6.1% | +1.6% |
| 6M | +10.2% | -20.5% | +30.7% | +12.1% |
| YTD | +13.1% | -38.2% | +51.2% | +17.7% |
| 1Y | +14.8% | -43.3% | +58.0% | +20.3% |
| 3Y | +52.6% | -8.5% | +61.2% | +48.4% |
| 5Y | +51.6% | -72.7% | +124.4% | +57.3% |
| All | +130.0% | -43.2% | +173.2% | +93.6% |
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