-2.4%
SW vs CHWY
-46.3%
+43.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -3.2% |
| 7D | -2.6% | -1.9% | -0.7% | -2.3% |
| 30D | -7.5% | -1.1% | -6.4% | -7.4% |
| 3M | +10.3% | +15.5% | -5.2% | +7.5% |
| 6M | +5.4% | -8.5% | +13.9% | +5.9% |
| YTD | +17.9% | -29.6% | +47.4% | +21.0% |
| 1Y | -2.4% | -44.1% | +41.7% | +0.9% |
| All | -2.4% | -46.3% | +43.9% | +0.9% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling