+16.0%
CHWY vs ACWI
+74.6%
-58.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.1% |
| 7D | -0.2% | +2.4% | -2.6% | -2.4% |
| 30D | +8.1% | -1.7% | +9.8% | +9.6% |
| 3M | +0.3% | -3.9% | +4.2% | +3.8% |
| 6M | +4.0% | +0.8% | +3.2% | +2.5% |
| YTD | -31.9% | +11.0% | -42.9% | -39.4% |
| 1Y | -32.8% | +13.1% | -45.8% | -41.3% |
| 3Y | +16.0% | +73.9% | -57.9% | -49.8% |
| All | +16.0% | +74.6% | -58.5% | -49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling