+62.3%
IWM vs CHWY
-11.7%
+74.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +0.8% |
| 7D | -2.4% | -13.6% | +11.2% | -0.6% |
| 30D | -4.6% | -8.5% | +4.0% | -3.6% |
| 3M | -0.3% | +8.9% | -9.2% | -1.9% |
| 6M | +14.7% | -20.5% | +35.2% | +17.4% |
| YTD | +17.8% | -38.2% | +56.0% | +24.4% |
| 1Y | +21.2% | -43.3% | +64.5% | +29.2% |
| 3Y | +62.3% | -8.5% | +70.9% | +58.0% |
| All | +62.3% | -11.7% | +74.0% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling