+52.6%
XOM vs CHWY
-28.3%
+80.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.1% | -10.7% | -4.0% |
| 7D | -7.0% | +13.4% | -20.4% | -5.9% |
| 30D | +3.2% | +28.4% | -25.2% | +5.6% |
| 3M | +10.7% | -2.9% | +13.6% | +10.5% |
| 6M | +11.6% | -4.7% | +16.3% | +12.5% |
| YTD | +43.5% | -29.2% | +72.7% | +41.3% |
| 1Y | +52.6% | -30.7% | +83.3% | +50.7% |
| All | +52.6% | -28.3% | +80.9% | +50.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling