+177.8%
SE vs CHWY
-11.7%
+189.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.7% |
| 7D | -5.2% | -13.6% | +8.4% | -2.4% |
| 30D | -17.1% | -8.5% | -8.5% | -15.7% |
| 3M | +24.0% | +8.9% | +15.1% | +21.6% |
| 6M | +21.0% | -20.5% | +41.4% | +25.8% |
| YTD | -16.7% | -38.2% | +21.4% | -9.8% |
| 1Y | -45.9% | -43.3% | -2.7% | -40.8% |
| 3Y | +177.8% | -8.5% | +186.4% | +223.5% |
| All | +177.8% | -11.7% | +189.5% | +223.5% |
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