+602.8%
QLD vs CHWY
-37.4%
+640.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.3% |
| 7D | +7.0% | -0.2% | +7.2% | +7.1% |
| 30D | -14.3% | +8.1% | -22.4% | -16.8% |
| 3M | -16.0% | +0.3% | -16.3% | -17.3% |
| 6M | -14.2% | +4.0% | -18.3% | -17.6% |
| YTD | +12.8% | -31.9% | +44.6% | +23.6% |
| 1Y | +14.1% | -32.8% | +46.8% | +25.3% |
| 3Y | +146.0% | +16.0% | +129.9% | +103.0% |
| 5Y | +82.0% | -70.7% | +152.7% | +123.9% |
| All | +602.8% | -37.4% | +640.3% | +423.7% |
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