+12.0%
SHW vs CHWY
-72.6%
+84.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.9% | +2.3% |
| 7D | -3.1% | -13.6% | +10.5% | -1.2% |
| 30D | -10.0% | -8.5% | -1.5% | -9.0% |
| 3M | +2.3% | +8.9% | -6.6% | +0.8% |
| 6M | +0.7% | -20.5% | +21.1% | +3.2% |
| YTD | +0.5% | -38.2% | +38.6% | +6.3% |
| 1Y | -11.5% | -43.3% | +31.8% | -5.4% |
| 3Y | +21.3% | -8.5% | +29.9% | +16.8% |
| All | +12.0% | -72.6% | +84.6% | +16.7% |
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