-39.8%
CHWY vs VCLT
+3.6%
-43.4%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.5% |
| 7D | -12.0% | -1.3% | -10.7% | -11.1% |
| 30D | -6.2% | -1.1% | -5.1% | -5.3% |
| 3M | +5.5% | -3.7% | +9.2% | +8.7% |
| 6M | -17.8% | -4.0% | -13.8% | -14.9% |
| YTD | -36.2% | -3.4% | -32.8% | -34.4% |
| 1Y | -40.0% | -4.1% | -35.8% | -37.9% |
| 3Y | -8.3% | +11.0% | -19.3% | -15.3% |
| 5Y | -71.9% | -17.0% | -54.9% | -69.7% |
| All | -39.8% | +3.6% | -43.4% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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