+156.8%
XLI vs CHWY
-43.2%
+200.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.3% |
| 7D | -1.7% | -13.6% | +12.0% | -0.5% |
| 30D | -7.3% | -8.5% | +1.3% | -6.7% |
| 3M | -1.3% | +8.9% | -10.2% | -2.4% |
| 6M | +2.2% | -20.5% | +22.7% | +3.7% |
| YTD | +11.7% | -38.2% | +49.9% | +15.6% |
| 1Y | +14.3% | -43.3% | +57.5% | +19.0% |
| 3Y | +70.3% | -8.5% | +78.9% | +66.5% |
| 5Y | +82.3% | -72.7% | +155.1% | +87.5% |
| All | +156.8% | -43.2% | +200.0% | +120.5% |
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 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