+17.7%
STM vs CHWY
-72.6%
+90.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.9% |
| 7D | -1.1% | -12.0% | +11.0% | +1.4% |
| 30D | -7.8% | -6.2% | -1.6% | -7.0% |
| 3M | -28.2% | +5.5% | -33.7% | -29.6% |
| 6M | +52.0% | -17.8% | +69.8% | +55.8% |
| YTD | +96.4% | -36.2% | +132.6% | +112.0% |
| 1Y | +98.8% | -40.0% | +138.8% | +116.7% |
| 3Y | +18.3% | -8.3% | +26.6% | +10.2% |
| 5Y | +17.7% | -71.9% | +89.6% | +27.6% |
| All | +17.7% | -72.6% | +90.3% | +27.6% |
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