-8.5%
CHWY vs STLA
-66.1%
+57.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.3% | -3.3% |
| 7D | -13.6% | -2.9% | -10.7% | -13.3% |
| 30D | -8.5% | +0.9% | -9.5% | -8.7% |
| 3M | +8.9% | -21.6% | +30.5% | +11.3% |
| 6M | -20.5% | -21.6% | +1.2% | -18.7% |
| YTD | -38.2% | -50.4% | +12.3% | -34.3% |
| 1Y | -43.3% | -43.6% | +0.3% | -41.4% |
| 3Y | -8.5% | -66.4% | +57.9% | -5.2% |
| All | -8.5% | -66.1% | +57.6% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 3y: compounded portfolio wealth divided by compounded STLA 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…
3y analysis · Full analysis span regression · 6 months rolling