+30.8%
XLV vs CHWY
-11.7%
+42.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.9% | 0.0% |
| 7D | -3.6% | -13.6% | +10.1% | -2.9% |
| 30D | -1.8% | -8.5% | +6.7% | -1.4% |
| 3M | +7.8% | +8.9% | -1.1% | +7.3% |
| 6M | +9.1% | -20.5% | +29.6% | +10.0% |
| YTD | +7.7% | -38.2% | +45.9% | +9.7% |
| 1Y | +20.4% | -43.3% | +63.7% | +23.0% |
| 3Y | +30.8% | -8.5% | +39.3% | +33.1% |
| All | +30.8% | -11.7% | +42.5% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling