+693.4%
QLD vs CHWY
-43.2%
+736.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.8% | +2.8% |
| 7D | -1.2% | -13.6% | +12.4% | +3.4% |
| 30D | -3.0% | -8.5% | +5.5% | -0.7% |
| 3M | -2.8% | +8.9% | -11.7% | -6.9% |
| 6M | +32.0% | -20.5% | +52.5% | +39.0% |
| YTD | +27.3% | -38.2% | +65.4% | +45.3% |
| 1Y | +37.9% | -43.3% | +81.2% | +60.9% |
| 3Y | +174.6% | -8.5% | +183.2% | +147.9% |
| 5Y | +124.8% | -72.7% | +197.5% | +184.0% |
| All | +693.4% | -43.2% | +736.7% | +515.8% |
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