-41.6%
CHWY vs SHAK
-6.3%
-35.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.2% | -6.2% | -3.9% |
| 7D | -13.6% | -8.3% | -5.3% | -11.4% |
| 30D | -8.5% | -12.6% | +4.1% | -5.0% |
| 3M | +8.9% | +9.1% | -0.2% | +5.5% |
| 6M | -20.5% | -31.2% | +10.8% | -14.0% |
| YTD | -38.2% | -21.6% | -16.6% | -35.9% |
| 1Y | -43.3% | -38.8% | -4.5% | -37.2% |
| 3Y | -8.5% | +0.6% | -9.2% | -20.5% |
| 5Y | -72.7% | -22.5% | -50.2% | -75.9% |
| All | -41.6% | -6.3% | -35.3% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling