-72.2%
CHWY vs VFC
-78.2%
+6.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.4% | -7.4% | -4.3% |
| 7D | -13.6% | -1.4% | -12.2% | -13.3% |
| 30D | -8.5% | -9.0% | +0.4% | -6.2% |
| 3M | +8.9% | -24.2% | +33.1% | +16.7% |
| 6M | -20.5% | -18.5% | -2.0% | -16.9% |
| YTD | -38.2% | -25.9% | -12.3% | -33.9% |
| 1Y | -43.3% | -13.0% | -30.3% | -43.1% |
| 3Y | -8.5% | -20.3% | +11.8% | -19.2% |
| All | -72.2% | -78.2% | +6.0% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling