-41.6%
CHWY vs XYL
+44.4%
-86.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.2% |
| 7D | -13.6% | +1.2% | -14.8% | -14.1% |
| 30D | -8.5% | -11.9% | +3.4% | -2.7% |
| 3M | +8.9% | -1.5% | +10.4% | +9.2% |
| 6M | -20.5% | -11.9% | -8.6% | -16.0% |
| YTD | -38.2% | -20.6% | -17.6% | -31.4% |
| 1Y | -43.3% | -23.5% | -19.7% | -36.0% |
| 3Y | -8.5% | +14.9% | -23.4% | -18.9% |
| 5Y | -72.7% | -15.3% | -57.5% | -74.1% |
| All | -41.6% | +44.4% | -86.0% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling