+1,484.3%
UMC vs CHWY
-43.2%
+1,527.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +2.8% |
| 7D | +9.0% | -13.6% | +22.6% | +11.4% |
| 30D | +17.2% | -8.5% | +25.8% | +18.6% |
| 3M | +11.4% | +8.9% | +2.5% | +8.9% |
| 6M | +137.5% | -20.5% | +158.0% | +144.1% |
| YTD | +193.1% | -38.2% | +231.3% | +213.2% |
| 1Y | +240.3% | -43.3% | +283.6% | +267.8% |
| 3Y | +262.2% | -8.5% | +270.7% | +241.6% |
| 5Y | +143.1% | -72.7% | +215.9% | +163.1% |
| All | +1,484.3% | -43.2% | +1,527.5% | +1,427.7% |
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 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