-41.6%
CHWY vs ITOT
+183.0%
-224.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.9% | -4.0% |
| 7D | -13.6% | -0.9% | -12.7% | -12.7% |
| 30D | -8.5% | -1.5% | -7.1% | -7.1% |
| 3M | +8.9% | +3.6% | +5.3% | +4.6% |
| 6M | -20.5% | +13.7% | -34.2% | -31.6% |
| YTD | -38.2% | +12.9% | -51.1% | -46.3% |
| 1Y | -43.3% | +17.2% | -60.4% | -53.1% |
| 3Y | -8.5% | +75.6% | -84.2% | -53.2% |
| 5Y | -72.7% | +75.5% | -148.2% | -85.5% |
| All | -41.6% | +183.0% | -224.5% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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