-40.7%
CHWY vs SM
+292.5%
-333.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.6% | -11.4% | -10.9% |
| 7D | -14.1% | -0.2% | -13.9% | -14.1% |
| 30D | -8.1% | +20.3% | -28.4% | -8.8% |
| 3M | +1.7% | +22.9% | -21.2% | +0.7% |
| 6M | -20.7% | +47.8% | -68.5% | -22.3% |
| YTD | -37.2% | +107.5% | -144.7% | -39.4% |
| 1Y | -50.7% | +51.7% | -102.4% | -51.9% |
| 3Y | -9.7% | -0.9% | -8.9% | -11.0% |
| 5Y | -72.9% | +112.2% | -185.2% | -73.5% |
| All | -40.7% | +292.5% | -333.2% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling