+37.6%
EW vs CHWY
-43.2%
+80.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.3% | -2.4% |
| 7D | -6.2% | -13.6% | +7.5% | -4.5% |
| 30D | -9.3% | -8.5% | -0.8% | -8.4% |
| 3M | -1.6% | +8.9% | -10.5% | -3.0% |
| 6M | -0.8% | -20.5% | +19.6% | +1.3% |
| YTD | -1.0% | -38.2% | +37.1% | +4.0% |
| 1Y | +8.2% | -43.3% | +51.4% | +14.6% |
| 3Y | +12.7% | -8.5% | +21.2% | +8.6% |
| 5Y | -30.2% | -72.7% | +42.5% | -26.4% |
| All | +37.6% | -43.2% | +80.8% | +16.3% |
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