-63.3%
CHWY vs QS
-46.4%
-16.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -5.0% | -3.3% |
| 7D | -13.6% | -3.6% | -10.0% | -13.1% |
| 30D | -8.5% | -17.2% | +8.7% | -6.1% |
| 3M | +8.9% | -27.0% | +35.9% | +13.1% |
| 6M | -20.5% | -24.6% | +4.1% | -18.5% |
| YTD | -38.2% | -49.3% | +11.2% | -33.3% |
| 1Y | -43.3% | -40.3% | -2.9% | -42.1% |
| 3Y | -8.5% | -23.8% | +15.3% | -19.3% |
| 5Y | -72.7% | -75.0% | +2.2% | -73.6% |
| All | -63.3% | -46.4% | -16.9% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling