+96.9%
SW vs CHWY
-37.3%
+134.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | +2.3% | +6.0% | -3.6% | +1.9% |
| 30D | +6.8% | +23.8% | -17.0% | +5.0% |
| 3M | -5.2% | -3.7% | -1.5% | -5.0% |
| 6M | +7.4% | -8.3% | +15.7% | +7.8% |
| YTD | +17.4% | -31.7% | +49.1% | +19.9% |
| 1Y | +27.1% | -31.3% | +58.4% | +29.7% |
| 3Y | +47.9% | +9.3% | +38.6% | +45.4% |
| 5Y | -2.6% | -69.7% | +67.1% | -0.1% |
| All | +96.9% | -37.3% | +134.2% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling