-41.6%
CHWY vs IWD
+136.1%
-177.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.8% |
| 7D | -13.6% | -0.8% | -12.8% | -13.0% |
| 30D | -8.5% | -0.8% | -7.7% | -7.8% |
| 3M | +8.9% | +6.9% | +2.0% | +2.8% |
| 6M | -20.5% | +18.3% | -38.8% | -31.3% |
| YTD | -38.2% | +22.4% | -60.5% | -48.1% |
| 1Y | -43.3% | +27.4% | -70.7% | -54.2% |
| 3Y | -8.5% | +71.2% | -79.7% | -42.3% |
| 5Y | -72.7% | +75.7% | -148.5% | -82.6% |
| All | -41.6% | +136.1% | -177.7% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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