-72.2%
CHWY vs STLA
-62.8%
-9.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.3% | -5.3% | -3.6% |
| 7D | -13.6% | -2.9% | -10.7% | -13.0% |
| 30D | -8.5% | +0.9% | -9.5% | -8.9% |
| 3M | +8.9% | -21.6% | +30.5% | +15.0% |
| 6M | -20.5% | -21.6% | +1.2% | -16.4% |
| YTD | -38.2% | -50.4% | +12.3% | -28.2% |
| 1Y | -43.3% | -43.6% | +0.3% | -37.7% |
| 3Y | -8.5% | -66.4% | +57.9% | +14.1% |
| All | -72.2% | -62.8% | -9.4% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling