-43.3%
CHWY vs XYL
-21.4%
-21.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | -13.6% | +1.2% | -14.8% | -13.8% |
| 30D | -8.5% | -11.9% | +3.4% | -5.7% |
| 3M | +8.9% | -1.5% | +10.4% | +9.5% |
| 6M | -20.5% | -11.9% | -8.6% | -19.4% |
| YTD | -38.2% | -20.6% | -17.6% | -35.6% |
| 1Y | -43.3% | -23.5% | -19.7% | -41.5% |
| All | -43.3% | -21.4% | -21.8% | -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