+33.4%
UPS vs CHWY
-43.2%
+76.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.6% |
| 7D | -2.0% | -13.6% | +11.6% | -0.5% |
| 30D | -2.0% | -8.5% | +6.6% | -1.2% |
| 3M | -6.2% | +8.9% | -15.1% | -7.4% |
| 6M | +2.8% | -20.5% | +23.2% | +4.6% |
| YTD | +5.9% | -38.2% | +44.1% | +10.4% |
| 1Y | +26.2% | -43.3% | +69.5% | +32.6% |
| 3Y | -26.0% | -8.5% | -17.5% | -29.0% |
| 5Y | -34.3% | -72.7% | +38.5% | -30.8% |
| All | +33.4% | -43.2% | +76.7% | +8.9% |
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