+150.7%
SCHD vs CHWY
-43.2%
+194.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.6% |
| 7D | -2.0% | -13.6% | +11.7% | -1.0% |
| 30D | -0.4% | -8.5% | +8.1% | +0.1% |
| 3M | +5.7% | +8.9% | -3.2% | +4.9% |
| 6M | +11.9% | -20.5% | +32.3% | +13.2% |
| YTD | +26.4% | -38.2% | +64.6% | +30.0% |
| 1Y | +27.6% | -43.3% | +70.9% | +31.8% |
| 3Y | +54.9% | -8.5% | +63.5% | +51.6% |
| 5Y | +60.9% | -72.7% | +133.7% | +65.0% |
| All | +150.7% | -43.2% | +194.0% | +108.3% |
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 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