+104.9%
SHEL vs CHWY
-43.2%
+148.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.9% | +0.9% |
| 7D | +4.1% | -13.6% | +17.7% | +4.2% |
| 30D | +8.4% | -8.5% | +16.9% | +8.4% |
| 3M | +13.7% | +8.9% | +4.8% | +13.6% |
| 6M | +12.7% | -20.5% | +33.2% | +12.8% |
| YTD | +35.3% | -38.2% | +73.5% | +35.6% |
| 1Y | +39.4% | -43.3% | +82.6% | +39.7% |
| 3Y | +71.5% | -8.5% | +80.0% | +71.5% |
| 5Y | +195.0% | -72.7% | +267.8% | +189.5% |
| All | +104.9% | -43.2% | +148.1% | +85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling