+85.8%
SAP vs CHWY
-35.4%
+121.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | 0.0% | -1.5% |
| 7D | -0.3% | -1.9% | +1.6% | 0.0% |
| 30D | +2.6% | -1.1% | +3.7% | +2.7% |
| 3M | +16.3% | +15.5% | +0.8% | +13.9% |
| 6M | +6.4% | -8.5% | +14.9% | +7.1% |
| YTD | -11.4% | -29.6% | +18.2% | -7.8% |
| 1Y | -20.4% | -44.1% | +23.7% | -15.0% |
| 3Y | +56.5% | +1.2% | +55.3% | +50.8% |
| 5Y | +56.8% | -69.4% | +126.1% | +65.0% |
| All | +85.8% | -35.4% | +121.2% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling