+425.7%
XLK vs CHWY
-43.2%
+469.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.4% | +1.8% |
| 7D | +0.2% | -13.6% | +13.8% | +2.5% |
| 30D | -0.6% | -8.5% | +7.9% | +0.5% |
| 3M | +2.6% | +8.9% | -6.3% | +0.4% |
| 6M | +34.0% | -20.5% | +54.4% | +37.5% |
| YTD | +30.7% | -38.2% | +68.8% | +39.6% |
| 1Y | +39.2% | -43.3% | +82.5% | +50.4% |
| 3Y | +120.4% | -8.5% | +129.0% | +109.6% |
| 5Y | +148.8% | -72.7% | +221.5% | +172.5% |
| All | +425.7% | -43.2% | +469.0% | +334.5% |
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