+57.8%
SO vs CHWY
-72.6%
+130.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.6% |
| 7D | -1.1% | -13.6% | +12.5% | -0.9% |
| 30D | -5.0% | -8.5% | +3.5% | -4.9% |
| 3M | -5.8% | +8.9% | -14.7% | -5.9% |
| 6M | -7.9% | -20.5% | +12.5% | -7.7% |
| YTD | +2.4% | -38.2% | +40.6% | +3.0% |
| 1Y | -2.3% | -43.3% | +41.0% | -1.6% |
| 3Y | +41.9% | -8.5% | +50.4% | +40.8% |
| All | +57.8% | -72.6% | +130.4% | +48.6% |
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