+271.3%
EQT vs CHWY
-43.2%
+314.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.3% |
| 7D | -2.0% | -13.6% | +11.6% | -0.7% |
| 30D | 0.0% | -8.5% | +8.6% | +0.7% |
| 3M | +5.9% | +8.9% | -3.0% | +4.6% |
| 6M | -14.8% | -20.5% | +5.7% | -13.5% |
| YTD | +1.8% | -38.2% | +39.9% | +5.7% |
| 1Y | +7.4% | -43.3% | +50.6% | +12.3% |
| 3Y | +33.6% | -8.5% | +42.2% | +31.2% |
| 5Y | +199.3% | -72.7% | +272.1% | +215.6% |
| All | +271.3% | -43.2% | +314.5% | +213.1% |
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 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