+40.8%
EWZ vs CHWY
-34.3%
+75.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.6% |
| 7D | +6.5% | +1.7% | +4.8% | +6.3% |
| 30D | +4.8% | -1.5% | +6.4% | +5.0% |
| 3M | +9.9% | +13.6% | -3.7% | +8.2% |
| 6M | +1.9% | -7.3% | +9.2% | +2.2% |
| YTD | +20.3% | -28.4% | +48.7% | +23.5% |
| 1Y | +35.6% | -42.5% | +78.1% | +41.9% |
| 3Y | +43.4% | -4.1% | +47.5% | +38.4% |
| 5Y | +55.9% | -69.2% | +125.1% | +64.0% |
| All | +40.8% | -34.3% | +75.1% | +7.1% |
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