-39.8%
CHWY vs STLD
+937.7%
-977.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | -12.0% | -3.6% | -8.4% | -11.3% |
| 30D | -6.2% | -10.1% | +3.9% | -4.1% |
| 3M | +5.5% | -11.4% | +17.0% | +7.7% |
| 6M | -17.8% | +30.8% | -48.6% | -24.2% |
| YTD | -36.2% | +40.7% | -76.9% | -42.5% |
| 1Y | -40.0% | +80.8% | -120.7% | -49.5% |
| 3Y | -8.3% | +140.2% | -148.5% | -29.9% |
| 5Y | -71.9% | +288.5% | -360.4% | -80.6% |
| All | -39.8% | +937.7% | -977.4% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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