+71.2%
XLP vs CHWY
-43.2%
+114.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.4% | +0.5% |
| 7D | -1.4% | -13.6% | +12.2% | -0.7% |
| 30D | -2.0% | -8.5% | +6.5% | -1.6% |
| 3M | -1.5% | +8.9% | -10.4% | -2.1% |
| 6M | -0.2% | -20.5% | +20.3% | +0.7% |
| YTD | +8.7% | -38.2% | +46.8% | +10.9% |
| 1Y | +6.3% | -43.3% | +49.6% | +8.9% |
| 3Y | +25.1% | -8.5% | +33.6% | +23.1% |
| 5Y | +32.4% | -72.7% | +105.1% | +35.2% |
| All | +71.2% | -43.2% | +114.4% | +44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling