-67.1%
SE vs CHWY
-72.6%
+5.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.1% |
| 7D | -5.2% | -13.6% | +8.4% | +0.3% |
| 30D | -17.1% | -8.5% | -8.5% | -14.4% |
| 3M | +24.0% | +8.9% | +15.1% | +18.7% |
| 6M | +21.0% | -20.5% | +41.4% | +30.1% |
| YTD | -16.7% | -38.2% | +21.4% | -1.6% |
| 1Y | -45.9% | -43.3% | -2.7% | -34.5% |
| 3Y | +177.8% | -8.5% | +186.4% | +140.9% |
| All | -67.1% | -72.6% | +5.5% | -57.8% |
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