+109.7%
IWM vs CHWY
-42.4%
+152.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -10.8% | +9.5% | +0.3% |
| 7D | -1.1% | -14.1% | +13.0% | +1.1% |
| 30D | -3.1% | -8.1% | +5.0% | -2.0% |
| 3M | +2.2% | +1.7% | +0.5% | +1.4% |
| 6M | +15.1% | -20.7% | +35.7% | +18.1% |
| YTD | +18.6% | -37.2% | +55.8% | +25.7% |
| 1Y | +24.0% | -50.7% | +74.7% | +35.8% |
| 3Y | +63.7% | -9.7% | +73.5% | +57.3% |
| 5Y | +38.2% | -72.9% | +111.1% | +47.9% |
| All | +109.7% | -42.4% | +152.0% | +78.0% |
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 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