+12.2%
UL vs CHWY
-41.4%
+53.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.5% |
| 7D | -4.1% | -12.0% | +8.0% | -3.4% |
| 30D | -1.2% | -6.2% | +5.0% | -0.9% |
| 3M | +6.0% | +5.5% | +0.5% | +5.6% |
| 6M | -5.5% | -17.8% | +12.3% | -4.8% |
| YTD | -3.3% | -36.2% | +32.9% | -1.5% |
| 1Y | -9.8% | -40.0% | +30.2% | -7.9% |
| 3Y | +20.1% | -8.3% | +28.4% | +18.2% |
| 5Y | +19.2% | -71.9% | +91.1% | +22.1% |
| All | +12.2% | -41.4% | +53.7% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling