+146.0%
QLD vs CHWY
+13.8%
+132.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +7.0% | -0.2% | +7.2% | +7.1% |
| 30D | -14.3% | +8.1% | -22.4% | -15.7% |
| 3M | -16.0% | +0.3% | -16.3% | -16.6% |
| 6M | -14.2% | +4.0% | -18.3% | -15.9% |
| YTD | +12.8% | -31.9% | +44.6% | +20.2% |
| 1Y | +14.1% | -32.8% | +46.8% | +21.8% |
| 3Y | +146.0% | +16.0% | +129.9% | +144.1% |
| All | +146.0% | +13.8% | +132.2% | +144.1% |
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