+36.0%
EWT vs CHWY
-31.6%
+67.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.5% | -1.7% | -9.8% | -11.5% |
| 7D | -19.0% | +10.4% | -29.4% | -19.2% |
| 30D | -27.0% | +26.8% | -53.8% | -28.0% |
| 3M | -15.6% | -4.3% | -11.3% | -14.9% |
| 6M | -7.4% | -6.3% | -1.2% | -5.8% |
| YTD | +35.2% | -30.4% | +65.6% | +41.5% |
| 1Y | +36.0% | -30.5% | +66.5% | +43.5% |
| All | +36.0% | -31.6% | +67.6% | +43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling