+59.5%
EWZ vs CHWY
-72.6%
+132.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.1% | -0.7% |
| 7D | +0.9% | -13.6% | +14.5% | +1.9% |
| 30D | +12.8% | -8.5% | +21.3% | +13.5% |
| 3M | +10.8% | +8.9% | +1.9% | +9.8% |
| 6M | +2.5% | -20.5% | +23.0% | +3.9% |
| YTD | +21.4% | -38.2% | +59.5% | +25.0% |
| 1Y | +32.8% | -43.3% | +76.0% | +37.5% |
| 3Y | +45.2% | -8.5% | +53.7% | +42.1% |
| All | +59.5% | -72.6% | +132.2% | +51.0% |
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 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