-41.6%
CHWY vs ACWI
+151.7%
-193.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -4.0% | -4.1% |
| 7D | -13.6% | -1.0% | -12.6% | -12.6% |
| 30D | -8.5% | -0.9% | -7.7% | -7.7% |
| 3M | +8.9% | +3.5% | +5.4% | +4.5% |
| 6M | -20.5% | +12.8% | -33.3% | -31.4% |
| YTD | -38.2% | +14.0% | -52.1% | -47.2% |
| 1Y | -43.3% | +19.2% | -62.4% | -54.3% |
| 3Y | -8.5% | +75.1% | -83.7% | -53.5% |
| 5Y | -72.7% | +68.6% | -141.3% | -85.3% |
| All | -41.6% | +151.7% | -193.3% | -78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling