+97.3%
SW vs CHWY
-36.0%
+133.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | +0.1% |
| 7D | +1.8% | +3.5% | -1.7% | +1.6% |
| 30D | +7.0% | +21.6% | -14.6% | +5.4% |
| 3M | -7.6% | -2.0% | -5.6% | -7.6% |
| 6M | +8.5% | +0.3% | +8.2% | +8.2% |
| YTD | +17.7% | -30.3% | +47.9% | +20.0% |
| 1Y | +27.1% | -31.6% | +58.7% | +29.7% |
| 3Y | +48.2% | +15.9% | +32.3% | +45.2% |
| 5Y | -2.3% | -69.9% | +67.6% | 0.0% |
| All | +97.3% | -36.0% | +133.3% | +82.0% |
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