-2.6%
SW vs CHWY
-69.7%
+67.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | +2.3% | +6.0% | -3.6% | +1.7% |
| 30D | +6.8% | +23.8% | -17.0% | +4.4% |
| 3M | -5.2% | -3.7% | -1.5% | -5.0% |
| 6M | +7.4% | -8.3% | +15.7% | +7.9% |
| YTD | +17.4% | -31.7% | +49.1% | +20.8% |
| 1Y | +27.1% | -31.3% | +58.4% | +30.7% |
| 3Y | +47.9% | +9.3% | +38.6% | +44.3% |
| All | -2.6% | -69.7% | +67.1% | +14.3% |
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 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