+91.6%
SLB vs CHWY
-35.4%
+127.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.7% |
| 7D | +0.4% | -1.9% | +2.3% | +0.5% |
| 30D | +13.6% | -1.1% | +14.7% | +13.6% |
| 3M | +1.5% | +15.5% | -14.0% | +0.9% |
| 6M | +23.0% | -8.5% | +31.5% | +23.2% |
| YTD | +51.2% | -29.6% | +80.8% | +52.6% |
| 1Y | +63.5% | -44.1% | +107.6% | +66.1% |
| 3Y | +2.5% | +1.2% | +1.3% | +1.5% |
| 5Y | +139.2% | -69.4% | +208.6% | +135.3% |
| All | +91.6% | -35.4% | +127.0% | +63.8% |
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 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