+12.9%
UL vs CHWY
-43.2%
+56.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.7% | +0.8% |
| 7D | -3.4% | -13.6% | +10.2% | -2.7% |
| 30D | +0.5% | -8.5% | +9.0% | +0.9% |
| 3M | +7.2% | +8.9% | -1.7% | +6.7% |
| 6M | -3.1% | -20.5% | +17.4% | -2.2% |
| YTD | -2.7% | -38.2% | +35.4% | -0.8% |
| 1Y | -10.2% | -43.3% | +33.0% | -8.1% |
| 3Y | +20.3% | -8.5% | +28.8% | +18.3% |
| 5Y | +19.9% | -72.7% | +92.7% | +23.1% |
| All | +12.9% | -43.2% | +56.2% | -3.5% |
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