+103.6%
XLY vs CHWY
-43.2%
+146.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.4% |
| 7D | -1.7% | -13.6% | +11.9% | +0.6% |
| 30D | -4.2% | -8.5% | +4.4% | -2.9% |
| 3M | -2.7% | +8.9% | -11.6% | -4.5% |
| 6M | -0.6% | -20.5% | +19.8% | +2.3% |
| YTD | -5.0% | -38.2% | +33.1% | +1.6% |
| 1Y | -4.1% | -43.3% | +39.2% | +3.8% |
| 3Y | +33.6% | -8.5% | +42.1% | +27.6% |
| 5Y | +28.7% | -72.7% | +101.5% | +38.2% |
| All | +103.6% | -43.2% | +146.8% | +81.4% |
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