+249.3%
STM vs CHWY
-35.4%
+284.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | +5.2% | -1.9% | +7.1% | +5.6% |
| 30D | -7.4% | -1.1% | -6.3% | -7.4% |
| 3M | -30.6% | +15.5% | -46.1% | -33.1% |
| 6M | +66.4% | -8.5% | +74.9% | +67.1% |
| YTD | +101.1% | -29.6% | +130.7% | +112.6% |
| 1Y | +97.4% | -44.1% | +141.5% | +117.5% |
| 3Y | +21.1% | +1.2% | +19.9% | +11.3% |
| 5Y | +22.5% | -69.4% | +91.8% | +33.9% |
| All | +249.3% | -35.4% | +284.6% | +189.3% |
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