+32.0%
XEL vs CHWY
-72.6%
+104.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.2% | +0.2% |
| 7D | -0.3% | -13.6% | +13.3% | 0.0% |
| 30D | -3.9% | -8.5% | +4.6% | -3.8% |
| 3M | -2.8% | +8.9% | -11.7% | -3.1% |
| 6M | -5.4% | -20.5% | +15.1% | -5.1% |
| YTD | +3.8% | -38.2% | +41.9% | +4.7% |
| 1Y | +6.8% | -43.3% | +50.1% | +8.0% |
| 3Y | +45.6% | -8.5% | +54.1% | +44.8% |
| All | +32.0% | -72.6% | +104.7% | +22.5% |
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