+703.4%
QLD vs CHWY
-34.3%
+737.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | +0.6% | +1.7% | -1.2% | 0.0% |
| 30D | -0.1% | -1.5% | +1.4% | 0.0% |
| 3M | -8.4% | +13.6% | -22.0% | -13.3% |
| 6M | +32.2% | -7.3% | +39.5% | +32.7% |
| YTD | +28.9% | -28.4% | +57.3% | +40.6% |
| 1Y | +43.8% | -42.5% | +86.3% | +66.8% |
| 3Y | +176.6% | -4.1% | +180.7% | +147.7% |
| 5Y | +121.6% | -69.2% | +190.7% | +169.4% |
| All | +703.4% | -34.3% | +737.7% | +495.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling