-39.8%
CHWY vs VFC
-81.9%
+42.1%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.0% |
| 7D | -12.0% | -3.3% | -8.7% | -11.3% |
| 30D | -6.2% | -14.0% | +7.8% | -2.9% |
| 3M | +5.5% | -22.6% | +28.1% | +11.2% |
| 6M | -17.8% | -24.7% | +6.9% | -13.0% |
| YTD | -36.2% | -29.0% | -7.3% | -31.8% |
| 1Y | -40.0% | -13.8% | -26.2% | -39.5% |
| 3Y | -8.3% | -28.2% | +19.9% | -12.2% |
| 5Y | -71.9% | -79.0% | +7.1% | -64.6% |
| All | -39.8% | -81.9% | +42.1% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling