+57.7%
USB vs CHWY
-36.0%
+93.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.4% | +2.3% |
| 7D | +0.8% | +3.5% | -2.7% | +0.5% |
| 30D | +6.8% | +21.6% | -14.9% | +5.0% |
| 3M | -3.8% | -2.0% | -1.7% | -3.8% |
| 6M | +11.7% | +0.3% | +11.4% | +11.2% |
| YTD | +17.5% | -30.3% | +47.7% | +20.1% |
| 1Y | +33.8% | -31.6% | +65.4% | +36.9% |
| 3Y | +104.2% | +15.9% | +88.3% | +97.1% |
| 5Y | +26.4% | -69.9% | +96.3% | +27.0% |
| All | +57.7% | -36.0% | +93.7% | +19.9% |
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