-39.0%
CHWY vs SHAK
-6.5%
-32.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.5% |
| 7D | -9.8% | -8.5% | -1.3% | -7.4% |
| 30D | -4.8% | -15.1% | +10.4% | -0.2% |
| 3M | +10.6% | +9.1% | +1.5% | +7.1% |
| 6M | -16.2% | -26.9% | +10.8% | -11.0% |
| YTD | -35.4% | -21.8% | -13.6% | -33.0% |
| 1Y | -38.4% | -37.0% | -1.4% | -32.5% |
| 3Y | +0.4% | +2.3% | -1.9% | -13.2% |
| 5Y | -70.4% | -22.9% | -47.6% | -73.8% |
| All | -39.0% | -6.5% | -32.5% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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