+39.6%
SYY vs CHWY
-43.2%
+82.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.2% |
| 7D | +3.9% | -13.6% | +17.6% | +4.6% |
| 30D | -1.7% | -8.5% | +6.8% | -1.4% |
| 3M | +5.2% | +8.9% | -3.7% | +4.6% |
| 6M | -0.2% | -20.5% | +20.3% | +0.6% |
| YTD | +15.4% | -38.2% | +53.5% | +17.5% |
| 1Y | +5.6% | -43.3% | +48.8% | +7.9% |
| 3Y | +28.9% | -8.5% | +37.4% | +27.3% |
| 5Y | +24.1% | -72.7% | +96.8% | +22.4% |
| All | +39.6% | -43.2% | +82.8% | +21.6% |
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