+92.8%
SW vs CHWY
-37.2%
+130.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.4% | -1.7% |
| 7D | -3.0% | -1.7% | -1.2% | -2.9% |
| 30D | +4.2% | +14.7% | -10.5% | +3.1% |
| 3M | -11.5% | +1.1% | -12.6% | -11.7% |
| 6M | +8.6% | -1.3% | +9.9% | +8.4% |
| YTD | +15.0% | -31.6% | +46.6% | +17.4% |
| 1Y | +25.7% | -31.5% | +57.2% | +28.3% |
| 3Y | +44.8% | +13.2% | +31.6% | +42.1% |
| 5Y | -1.7% | -70.6% | +68.9% | +0.8% |
| All | +92.8% | -37.2% | +130.0% | +78.1% |
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