+43.3%
SHEL vs CHWY
-28.3%
+71.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.1% | -8.4% | -2.1% |
| 7D | -3.2% | +13.4% | -16.5% | -2.9% |
| 30D | +5.5% | +28.4% | -22.9% | +6.0% |
| 3M | +14.4% | -2.9% | +17.3% | +14.2% |
| 6M | +16.2% | -4.7% | +20.9% | +17.3% |
| YTD | +42.4% | -29.2% | +71.6% | +44.3% |
| 1Y | +43.3% | -30.7% | +74.0% | +45.4% |
| All | +43.3% | -28.3% | +71.6% | +45.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling