+230.3%
IWF vs CHWY
-43.2%
+273.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.3% |
| 7D | -0.9% | -13.6% | +12.7% | +1.3% |
| 30D | -1.7% | -8.5% | +6.8% | -0.6% |
| 3M | +0.7% | +8.9% | -8.2% | -1.3% |
| 6M | +8.6% | -20.5% | +29.0% | +11.5% |
| YTD | +3.5% | -38.2% | +41.7% | +10.4% |
| 1Y | +7.0% | -43.3% | +50.3% | +15.4% |
| 3Y | +76.3% | -8.5% | +84.9% | +68.1% |
| 5Y | +74.8% | -72.7% | +147.5% | +90.0% |
| All | +230.3% | -43.2% | +273.5% | +182.8% |
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