+122.5%
QLD vs CHWY
-72.7%
+195.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.8% | +10.2% | +3.0% |
| 7D | +1.9% | -14.1% | +16.0% | +7.0% |
| 30D | -1.8% | -8.1% | +6.3% | +0.4% |
| 3M | -0.1% | +1.7% | -1.8% | -2.2% |
| 6M | +32.6% | -20.7% | +53.2% | +40.0% |
| YTD | +27.9% | -37.2% | +65.1% | +45.9% |
| 1Y | +40.3% | -50.7% | +91.0% | +71.9% |
| 3Y | +182.5% | -9.7% | +192.2% | +155.2% |
| 5Y | +122.5% | -72.9% | +195.4% | +168.8% |
| All | +122.5% | -72.7% | +195.2% | +168.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling