+184.2%
QLD vs CHWY
-0.4%
+184.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.5% | +0.2% |
| 7D | +3.0% | -1.9% | +4.9% | +3.4% |
| 30D | -1.8% | -1.1% | -0.7% | -1.8% |
| 3M | -1.8% | +15.5% | -17.3% | -5.4% |
| 6M | +36.9% | -8.5% | +45.4% | +38.1% |
| YTD | +28.7% | -29.6% | +58.3% | +37.1% |
| 1Y | +41.9% | -44.1% | +86.0% | +58.0% |
| 3Y | +184.2% | +1.2% | +183.0% | +202.7% |
| All | +184.2% | -0.4% | +184.6% | +202.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling