+88.1%
SLB vs CHWY
-43.2%
+131.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.2% |
| 7D | -2.5% | -13.6% | +11.1% | -2.1% |
| 30D | +7.1% | -8.5% | +15.7% | +7.4% |
| 3M | +0.6% | +8.9% | -8.3% | +0.2% |
| 6M | +17.6% | -20.5% | +38.1% | +18.3% |
| YTD | +48.5% | -38.2% | +86.6% | +50.4% |
| 1Y | +59.4% | -43.3% | +102.7% | +61.9% |
| 3Y | -0.4% | -8.5% | +8.2% | -1.0% |
| 5Y | +133.8% | -72.7% | +206.5% | +131.0% |
| All | +88.1% | -43.2% | +131.3% | +61.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling