+114.0%
EWJ vs CHWY
-43.2%
+157.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.4% |
| 7D | +0.3% | -13.6% | +13.9% | +1.3% |
| 30D | +0.8% | -8.5% | +9.3% | +1.4% |
| 3M | +7.5% | +8.9% | -1.4% | +6.5% |
| 6M | +15.6% | -20.5% | +36.1% | +17.1% |
| YTD | +22.7% | -38.2% | +60.9% | +26.5% |
| 1Y | +26.4% | -43.3% | +69.7% | +31.0% |
| 3Y | +72.5% | -8.5% | +81.1% | +69.1% |
| 5Y | +52.4% | -72.7% | +125.2% | +57.2% |
| All | +114.0% | -43.2% | +157.2% | +92.2% |
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