+188.8%
SHEL vs CHWY
-72.6%
+261.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.9% | +0.9% |
| 7D | +4.1% | -13.6% | +17.7% | +4.4% |
| 30D | +8.4% | -8.5% | +16.9% | +8.5% |
| 3M | +13.7% | +8.9% | +4.8% | +13.4% |
| 6M | +12.7% | -20.5% | +33.2% | +13.1% |
| YTD | +35.3% | -38.2% | +73.5% | +36.4% |
| 1Y | +39.4% | -43.3% | +82.6% | +40.7% |
| 3Y | +71.5% | -8.5% | +80.0% | +70.6% |
| All | +188.8% | -72.6% | +261.4% | +181.8% |
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