+103.0%
XLB vs CHWY
-41.4%
+144.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.4% |
| 7D | -3.5% | -12.0% | +8.5% | -2.4% |
| 30D | -4.7% | -6.2% | +1.5% | -4.2% |
| 3M | +2.7% | +5.5% | -2.8% | +1.9% |
| 6M | +2.6% | -17.8% | +20.4% | +4.0% |
| YTD | +12.8% | -36.2% | +49.1% | +17.0% |
| 1Y | +14.0% | -40.0% | +53.9% | +18.7% |
| 3Y | +31.5% | -8.3% | +39.8% | +28.0% |
| 5Y | +33.4% | -71.9% | +105.3% | +38.4% |
| All | +103.0% | -41.4% | +144.4% | +71.1% |
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