+55.5%
XEL vs CHWY
-43.2%
+98.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.2% | +0.2% |
| 7D | -0.3% | -13.6% | +13.3% | +0.3% |
| 30D | -3.9% | -8.5% | +4.6% | -3.6% |
| 3M | -2.8% | +8.9% | -11.7% | -3.3% |
| 6M | -5.4% | -20.5% | +15.1% | -4.8% |
| YTD | +3.8% | -38.2% | +41.9% | +5.5% |
| 1Y | +6.8% | -43.3% | +50.1% | +9.0% |
| 3Y | +45.6% | -8.5% | +54.1% | +43.5% |
| 5Y | +30.7% | -72.7% | +103.4% | +34.8% |
| All | +55.5% | -43.2% | +98.8% | +24.2% |
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