-42.5%
CHWY vs XYL
-23.4%
-19.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.8% | -0.8% |
| 7D | +1.7% | -5.0% | +6.8% | +2.9% |
| 30D | -1.5% | -13.2% | +11.7% | +1.8% |
| 3M | +13.6% | -3.7% | +17.4% | +14.8% |
| 6M | -7.3% | -17.7% | +10.4% | -4.9% |
| YTD | -28.4% | -21.5% | -6.9% | -25.5% |
| 1Y | -42.5% | -24.5% | -18.0% | -41.5% |
| All | -42.5% | -23.4% | -19.1% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling