-40.7%
CHWY vs STLA
-36.0%
-4.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.9% | -9.0% | -10.5% |
| 7D | -14.1% | +0.4% | -14.5% | -14.2% |
| 30D | -8.1% | -5.2% | -2.9% | -7.3% |
| 3M | +1.7% | -24.9% | +26.6% | +7.1% |
| 6M | -20.7% | -25.2% | +4.5% | -16.6% |
| YTD | -37.2% | -51.4% | +14.2% | -29.1% |
| 1Y | -50.7% | -40.7% | -10.0% | -47.4% |
| 3Y | -9.7% | -66.3% | +56.5% | +6.5% |
| 5Y | -72.9% | -63.2% | -9.7% | -70.3% |
| All | -40.7% | -36.0% | -4.7% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling