+133.0%
EQIX vs CHWY
-43.2%
+176.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +1.7% |
| 7D | +0.2% | -13.6% | +13.8% | +1.9% |
| 30D | -2.5% | -8.5% | +6.1% | -1.6% |
| 3M | 0.0% | +8.9% | -8.9% | -1.8% |
| 6M | +7.6% | -20.5% | +28.1% | +9.8% |
| YTD | +37.5% | -38.2% | +75.7% | +44.7% |
| 1Y | +32.9% | -43.3% | +76.2% | +41.2% |
| 3Y | +42.8% | -8.5% | +51.3% | +36.1% |
| 5Y | +35.8% | -72.7% | +108.6% | +46.0% |
| All | +133.0% | -43.2% | +176.2% | +89.6% |
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