-71.9%
CHWY vs IWD
+72.1%
-144.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +2.0% |
| 7D | -12.0% | -2.3% | -9.7% | -8.7% |
| 30D | -6.2% | -1.8% | -4.4% | -3.5% |
| 3M | +5.5% | +8.0% | -2.5% | -6.4% |
| 6M | -17.8% | +17.0% | -34.8% | -35.7% |
| YTD | -36.2% | +21.3% | -57.5% | -52.9% |
| 1Y | -40.0% | +27.9% | -67.9% | -59.5% |
| 3Y | -8.3% | +70.1% | -78.4% | -63.5% |
| 5Y | -71.9% | +74.2% | -146.1% | -88.2% |
| All | -71.9% | +72.1% | -144.0% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling