-32.4%
CHWY vs ACWI
+154.3%
-186.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | +1.7% | +0.5% | +1.2% | +1.1% |
| 30D | -1.5% | +0.9% | -2.4% | -2.6% |
| 3M | +13.6% | +2.4% | +11.2% | +10.1% |
| 6M | -7.3% | +12.4% | -19.6% | -19.6% |
| YTD | -28.4% | +15.2% | -43.6% | -39.6% |
| 1Y | -42.5% | +22.7% | -65.2% | -55.3% |
| 3Y | -4.1% | +75.8% | -79.9% | -51.4% |
| 5Y | -69.2% | +67.7% | -136.9% | -83.4% |
| All | -32.4% | +154.3% | -186.7% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling