+96.6%
SW vs CHWY
-35.7%
+132.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -2.6% | -1.1% | -1.5% | -2.5% |
| 30D | +7.2% | +18.7% | -11.5% | +5.8% |
| 3M | -10.5% | +3.0% | -13.5% | -10.8% |
| 6M | +9.9% | +2.9% | +6.9% | +9.3% |
| YTD | +17.2% | -30.0% | +47.2% | +19.5% |
| 1Y | +26.5% | -30.5% | +57.0% | +29.0% |
| 3Y | +47.7% | +16.0% | +31.7% | +44.6% |
| 5Y | +0.2% | -67.5% | +67.7% | +2.4% |
| All | +96.6% | -35.7% | +132.3% | +81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling