+315.6%
SHOP vs CHWY
-42.4%
+357.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -10.8% | +5.4% | -0.9% |
| 7D | -10.6% | -14.1% | +3.5% | -4.7% |
| 30D | -18.3% | -8.1% | -10.1% | -15.6% |
| 3M | +14.8% | +1.7% | +13.1% | +13.1% |
| 6M | -5.0% | -20.7% | +15.6% | +3.2% |
| YTD | -21.2% | -37.2% | +16.0% | -5.8% |
| 1Y | -11.6% | -50.7% | +39.1% | +14.5% |
| 3Y | +101.2% | -9.7% | +111.0% | +78.3% |
| 5Y | -15.7% | -72.9% | +57.2% | +16.9% |
| All | +315.6% | -42.4% | +357.9% | +339.1% |
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