+39.3%
EWY vs CHWY
-31.6%
+70.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -1.7% | -11.7% | -13.6% |
| 7D | -18.6% | +10.4% | -29.1% | -17.8% |
| 30D | -29.4% | +26.8% | -56.2% | -28.1% |
| 3M | -22.2% | -4.3% | -17.9% | -21.1% |
| 6M | -24.1% | -6.3% | -17.8% | -21.2% |
| YTD | +35.4% | -30.4% | +65.8% | +43.8% |
| 1Y | +39.3% | -30.5% | +69.8% | +49.0% |
| All | +39.3% | -31.6% | +70.9% | +49.0% |
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