+208.3%
XOM vs CHWY
-43.2%
+251.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +0.5% |
| 7D | +4.1% | -13.6% | +17.7% | +4.2% |
| 30D | +4.6% | -8.5% | +13.1% | +4.7% |
| 3M | +14.0% | +8.9% | +5.1% | +13.8% |
| 6M | +11.0% | -20.5% | +31.4% | +11.2% |
| YTD | +40.7% | -38.2% | +78.9% | +41.6% |
| 1Y | +52.3% | -43.3% | +95.6% | +53.4% |
| 3Y | +60.5% | -8.5% | +69.0% | +59.3% |
| 5Y | +266.4% | -72.7% | +339.2% | +262.6% |
| All | +208.3% | -43.2% | +251.5% | +173.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling