+148.7%
EWY vs CHWY
-72.6%
+221.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.0% | +6.3% | +3.5% |
| 7D | -0.1% | -13.6% | +13.5% | +1.1% |
| 30D | +7.3% | -8.5% | +15.9% | +8.0% |
| 3M | -5.1% | +8.9% | -14.0% | -6.4% |
| 6M | +42.1% | -20.5% | +62.5% | +44.2% |
| YTD | +94.1% | -38.2% | +132.3% | +101.7% |
| 1Y | +147.8% | -43.3% | +191.1% | +159.2% |
| 3Y | +222.9% | -8.5% | +231.5% | +213.3% |
| All | +148.7% | -72.6% | +221.4% | +151.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling