-41.6%
CHWY vs SCHG
+257.9%
-299.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -4.0% |
| 7D | -13.6% | -1.0% | -12.6% | -12.6% |
| 30D | -8.5% | -1.3% | -7.3% | -7.3% |
| 3M | +8.9% | +5.4% | +3.5% | +2.9% |
| 6M | -20.5% | +14.4% | -34.9% | -31.5% |
| YTD | -38.2% | +8.0% | -46.2% | -43.2% |
| 1Y | -43.3% | +12.7% | -56.0% | -50.8% |
| 3Y | -8.5% | +85.6% | -94.2% | -56.6% |
| 5Y | -72.7% | +85.5% | -158.3% | -86.8% |
| All | -41.6% | +257.9% | -299.5% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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