+20.7%
XLK vs CHWY
-28.3%
+49.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -0.1% |
| 7D | -7.6% | +13.4% | -21.0% | -7.8% |
| 30D | -12.2% | +28.4% | -40.6% | -13.0% |
| 3M | -5.5% | -2.9% | -2.5% | -4.7% |
| 6M | +9.2% | -4.7% | +13.9% | +11.0% |
| YTD | +23.0% | -29.2% | +52.2% | +30.3% |
| 1Y | +20.7% | -30.7% | +51.5% | +28.5% |
| All | +20.7% | -28.3% | +49.0% | +28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling