-2.3%
SW vs CHWY
-69.2%
+66.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.4% |
| 7D | -5.1% | +1.7% | -6.8% | -5.3% |
| 30D | -4.6% | -1.5% | -3.0% | -4.5% |
| 3M | +9.4% | +13.6% | -4.3% | +7.8% |
| 6M | +3.5% | -7.3% | +10.8% | +3.8% |
| YTD | +22.0% | -28.4% | +50.4% | +25.0% |
| 1Y | +2.2% | -42.5% | +44.7% | +6.4% |
| 3Y | +19.6% | -4.1% | +23.7% | +17.9% |
| All | -2.3% | -69.2% | +66.8% | +9.4% |
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