+212.0%
QCOM vs CHWY
-43.2%
+255.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.0% | +5.9% | +3.5% |
| 7D | +7.8% | -13.6% | +21.4% | +10.7% |
| 30D | +12.2% | -8.5% | +20.7% | +13.7% |
| 3M | -9.9% | +8.9% | -18.8% | -12.1% |
| 6M | +36.9% | -20.5% | +57.4% | +41.2% |
| YTD | +8.0% | -38.2% | +46.2% | +16.7% |
| 1Y | +15.0% | -43.3% | +58.3% | +25.7% |
| 3Y | +75.8% | -8.5% | +84.4% | +64.7% |
| 5Y | +42.2% | -72.7% | +114.9% | +58.2% |
| All | +212.0% | -43.2% | +255.3% | +163.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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