+280.9%
EWY vs CHWY
-43.2%
+324.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.3% |
| 6M | +42.1% | -20.5% | +62.5% | +44.0% |
| YTD | +94.1% | -38.2% | +132.3% | +101.2% |
| 1Y | +147.8% | -43.3% | +191.1% | +158.4% |
| 3Y | +222.9% | -8.5% | +231.5% | +213.9% |
| 5Y | +150.6% | -72.7% | +223.4% | +160.4% |
| All | +280.9% | -43.2% | +324.1% | +237.2% |
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