+197.5%
EWT vs CHWY
-11.7%
+209.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.9% | +2.1% |
| 7D | -1.1% | -13.6% | +12.5% | 0.0% |
| 30D | +4.5% | -8.5% | +13.0% | +5.1% |
| 3M | +8.3% | +8.9% | -0.6% | +6.9% |
| 6M | +54.2% | -20.5% | +74.7% | +56.6% |
| YTD | +74.6% | -38.2% | +112.7% | +80.9% |
| 1Y | +84.9% | -43.3% | +128.2% | +92.7% |
| 3Y | +197.5% | -8.5% | +206.1% | +205.8% |
| All | +197.5% | -11.7% | +209.2% | +205.8% |
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