-41.6%
CHWY vs SM
+293.7%
-335.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -13.6% | +4.6% | -18.2% | -13.8% |
| 30D | -8.5% | +18.2% | -26.8% | -9.2% |
| 3M | +8.9% | +22.5% | -13.6% | +7.8% |
| 6M | -20.5% | +50.6% | -71.0% | -22.1% |
| YTD | -38.2% | +108.1% | -146.3% | -40.3% |
| 1Y | -43.3% | +46.0% | -89.3% | -44.5% |
| 3Y | -8.5% | +2.9% | -11.4% | -10.0% |
| 5Y | -72.7% | +112.6% | -185.3% | -73.4% |
| All | -41.6% | +293.7% | -335.3% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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