-42.5%
CHWY vs VFC
-6.8%
-35.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.6% | -1.6% |
| 7D | +1.7% | -1.6% | +3.3% | +1.9% |
| 30D | -1.5% | -11.6% | +10.1% | +0.2% |
| 3M | +13.6% | -18.1% | +31.7% | +16.3% |
| 6M | -7.3% | -27.4% | +20.1% | -3.9% |
| YTD | -28.4% | -24.8% | -3.6% | -25.0% |
| 1Y | -42.5% | -8.2% | -34.3% | -39.0% |
| All | -42.5% | -6.8% | -35.7% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling