-5.9%
SAP vs CHWY
-28.3%
+22.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.1% | -1.9% | +2.6% |
| 7D | +1.3% | +13.4% | -12.1% | -2.0% |
| 30D | +15.5% | +28.4% | -12.9% | +8.1% |
| 3M | +22.8% | -2.9% | +25.7% | +23.2% |
| 6M | +42.5% | -4.7% | +47.2% | +41.2% |
| YTD | +0.5% | -29.2% | +29.7% | +4.3% |
| 1Y | -5.9% | -30.7% | +24.8% | -2.4% |
| All | -5.9% | -28.3% | +22.4% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 1y: compounded portfolio wealth divided by compounded CHWY 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…
1y analysis · Full analysis span regression · 6 months rolling