-40.7%
CHWY vs IWD
+134.7%
-175.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.6% | -10.3% | -10.3% |
| 7D | -14.1% | -1.2% | -13.0% | -13.2% |
| 30D | -8.1% | -1.6% | -6.5% | -6.7% |
| 3M | +1.7% | +7.0% | -5.3% | -4.1% |
| 6M | -20.7% | +17.0% | -37.6% | -30.8% |
| YTD | -37.2% | +21.6% | -58.8% | -47.0% |
| 1Y | -50.7% | +28.0% | -78.7% | -60.3% |
| 3Y | -9.7% | +70.6% | -80.3% | -42.8% |
| 5Y | -72.9% | +73.3% | -146.3% | -82.6% |
| All | -40.7% | +134.7% | -175.4% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling