+44.7%
EWZ vs CHWY
-10.4%
+55.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -10.8% | +9.4% | -0.6% |
| 7D | -0.1% | -14.1% | +14.1% | +1.1% |
| 30D | +8.2% | -8.1% | +16.3% | +8.8% |
| 3M | +13.3% | +1.7% | +11.6% | +12.9% |
| 6M | +3.6% | -20.7% | +24.2% | +5.0% |
| YTD | +21.0% | -37.2% | +58.2% | +24.4% |
| 1Y | +34.7% | -50.7% | +85.4% | +40.7% |
| All | +44.7% | -10.4% | +55.1% | +39.9% |
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