+71.3%
V vs CHWY
-72.6%
+143.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.2% |
| 7D | -1.2% | -13.6% | +12.4% | +0.2% |
| 30D | +3.1% | -8.5% | +11.6% | +3.9% |
| 3M | +16.3% | +8.9% | +7.4% | +15.0% |
| 6M | +20.4% | -20.5% | +40.8% | +22.6% |
| YTD | +6.3% | -38.2% | +44.4% | +10.8% |
| 1Y | +8.7% | -43.3% | +52.0% | +14.1% |
| 3Y | +53.3% | -8.5% | +61.8% | +49.3% |
| All | +71.3% | -72.6% | +143.9% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling