+106.2%
IEFA vs CHWY
-43.2%
+149.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.3% |
| 7D | -1.6% | -13.6% | +12.0% | -0.4% |
| 30D | -1.5% | -8.5% | +7.1% | -0.8% |
| 3M | +3.4% | +8.9% | -5.5% | +2.4% |
| 6M | +9.5% | -20.5% | +29.9% | +11.1% |
| YTD | +13.0% | -38.2% | +51.2% | +17.0% |
| 1Y | +18.0% | -43.3% | +61.3% | +22.8% |
| 3Y | +65.4% | -8.5% | +73.9% | +61.6% |
| 5Y | +51.6% | -72.7% | +124.3% | +56.6% |
| All | +106.2% | -43.2% | +149.4% | +81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling