+93.4%
XBI vs CHWY
-43.2%
+136.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.3% |
| 7D | -4.6% | -13.6% | +9.0% | -1.7% |
| 30D | -2.0% | -8.5% | +6.5% | -0.3% |
| 3M | +17.8% | +8.9% | +8.9% | +14.6% |
| 6M | +23.7% | -20.5% | +44.2% | +28.4% |
| YTD | +28.2% | -38.2% | +66.4% | +40.0% |
| 1Y | +64.0% | -43.3% | +107.2% | +81.7% |
| 3Y | +99.4% | -8.5% | +107.9% | +85.5% |
| 5Y | +19.3% | -72.7% | +92.1% | +34.4% |
| All | +93.4% | -43.2% | +136.6% | +70.3% |
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