+31.3%
XLP vs CHWY
-72.7%
+104.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -10.8% | +9.7% | -0.6% |
| 7D | -2.9% | -14.1% | +11.3% | -2.2% |
| 30D | -2.2% | -8.1% | +5.9% | -1.9% |
| 3M | -0.6% | +1.7% | -2.3% | -0.7% |
| 6M | -2.2% | -20.7% | +18.5% | -1.4% |
| YTD | +8.3% | -37.2% | +45.5% | +10.2% |
| 1Y | +5.7% | -50.7% | +56.4% | +8.7% |
| 3Y | +25.7% | -9.7% | +35.4% | +24.1% |
| 5Y | +31.3% | -72.9% | +104.2% | +26.2% |
| All | +31.3% | -72.7% | +104.0% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling