+54.5%
SAP vs CHWY
-72.6%
+127.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.7% |
| 7D | -4.1% | -13.6% | +9.5% | -2.0% |
| 30D | +1.1% | -8.5% | +9.6% | +2.3% |
| 3M | +26.1% | +8.9% | +17.2% | +24.3% |
| 6M | +9.8% | -20.5% | +30.3% | +12.9% |
| YTD | -13.6% | -38.2% | +24.6% | -8.1% |
| 1Y | -18.7% | -43.3% | +24.6% | -12.7% |
| 3Y | +54.1% | -8.5% | +62.7% | +50.5% |
| All | +54.5% | -72.6% | +127.2% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling