-8.5%
CHWY vs XYL
+15.7%
-24.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.2% |
| 7D | -13.6% | +1.2% | -14.8% | -14.0% |
| 30D | -8.5% | -11.9% | +3.4% | -3.6% |
| 3M | +8.9% | -1.5% | +10.4% | +9.1% |
| 6M | -20.5% | -11.9% | -8.6% | -16.8% |
| YTD | -38.2% | -20.6% | -17.6% | -32.5% |
| 1Y | -43.3% | -23.5% | -19.7% | -37.2% |
| 3Y | -8.5% | +14.9% | -23.4% | -37.2% |
| All | -8.5% | +15.7% | -24.2% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling