+22.6%
IEFA vs CHWY
-42.5%
+65.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | +0.6% | +1.7% | -1.1% | +0.5% |
| 30D | +1.0% | -1.5% | +2.6% | +1.1% |
| 3M | +4.7% | +13.6% | -8.9% | +4.0% |
| 6M | +8.6% | -7.3% | +15.8% | +9.0% |
| YTD | +14.8% | -28.4% | +43.3% | +15.7% |
| 1Y | +22.6% | -42.5% | +65.1% | +23.9% |
| All | +22.6% | -42.5% | +65.1% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 1y: compounded portfolio wealth divided by compounded CHWY 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…
1y analysis · Full analysis span regression · 6 months rolling