+72.5%
EWJ vs CHWY
-11.7%
+84.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.4% |
| 7D | +0.3% | -13.6% | +13.9% | +1.1% |
| 30D | +0.8% | -8.5% | +9.3% | +1.3% |
| 3M | +7.5% | +8.9% | -1.4% | +6.7% |
| 6M | +15.6% | -20.5% | +36.1% | +16.9% |
| YTD | +22.7% | -38.2% | +60.9% | +26.0% |
| 1Y | +26.4% | -43.3% | +69.7% | +30.4% |
| 3Y | +72.5% | -8.5% | +81.1% | +74.9% |
| All | +72.5% | -11.7% | +84.2% | +74.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling