-35.6%
CHWY vs STLD
+906.6%
-942.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | +0.4% |
| 7D | -0.2% | +2.9% | -3.1% | -0.9% |
| 30D | +8.1% | -5.6% | +13.7% | +9.2% |
| 3M | +0.3% | -11.7% | +12.0% | +2.4% |
| 6M | +4.0% | -2.8% | +6.8% | +3.1% |
| YTD | -31.9% | +36.4% | -68.3% | -38.4% |
| 1Y | -32.8% | +50.0% | -82.8% | -40.7% |
| 3Y | +16.0% | +122.3% | -106.3% | -10.1% |
| 5Y | -70.7% | +273.2% | -343.9% | -79.7% |
| All | -35.6% | +906.6% | -942.2% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling