+75.4%
T vs CHWY
-43.2%
+118.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.0% | +5.0% | +2.1% |
| 7D | +1.5% | -13.6% | +15.1% | +1.9% |
| 30D | +7.5% | -8.5% | +16.0% | +7.7% |
| 3M | +14.8% | +8.9% | +5.9% | +14.5% |
| 6M | -1.7% | -20.5% | +18.7% | -1.3% |
| YTD | +8.7% | -38.2% | +46.8% | +9.9% |
| 1Y | -7.5% | -43.3% | +35.8% | -6.2% |
| 3Y | +110.2% | -8.5% | +118.8% | +108.1% |
| 5Y | +71.6% | -72.7% | +144.4% | +72.8% |
| All | +75.4% | -43.2% | +118.6% | +47.7% |
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