+86.8%
SCHW vs CHWY
-11.7%
+98.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +3.0% | +0.3% |
| 7D | -1.9% | -13.6% | +11.7% | -0.3% |
| 30D | -1.6% | -8.5% | +6.9% | -0.7% |
| 3M | +21.3% | +8.9% | +12.4% | +19.8% |
| 6M | +16.5% | -20.5% | +37.0% | +18.9% |
| YTD | +8.4% | -38.2% | +46.6% | +13.4% |
| 1Y | +15.6% | -43.3% | +58.9% | +21.8% |
| 3Y | +86.8% | -8.5% | +95.4% | +86.5% |
| All | +86.8% | -11.7% | +98.6% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling