+38.3%
TEAM vs CHWY
-43.2%
+81.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +1.1% |
| 7D | -5.2% | -13.6% | +8.4% | -0.5% |
| 30D | +15.8% | -8.5% | +24.3% | +18.9% |
| 3M | +101.5% | +8.9% | +92.6% | +95.1% |
| 6M | +138.2% | -20.5% | +158.6% | +156.2% |
| YTD | +10.8% | -38.2% | +49.0% | +29.3% |
| 1Y | +1.7% | -43.3% | +44.9% | +21.2% |
| 3Y | -16.0% | -8.5% | -7.5% | -21.7% |
| 5Y | -52.7% | -72.7% | +20.0% | -40.8% |
| All | +38.3% | -43.2% | +81.5% | +45.1% |
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