-41.6%
CHWY vs VICR
+522.9%
-564.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.2% | -14.2% | -5.3% |
| 7D | -13.6% | +5.0% | -18.6% | -14.6% |
| 30D | -8.5% | -12.5% | +3.9% | -6.9% |
| 3M | +8.9% | -33.6% | +42.5% | +14.4% |
| 6M | -20.5% | +10.7% | -31.1% | -28.8% |
| YTD | -38.2% | +80.6% | -118.7% | -51.9% |
| 1Y | -43.3% | +288.4% | -331.6% | -65.0% |
| 3Y | -8.5% | +213.8% | -222.3% | -46.4% |
| 5Y | -72.7% | +58.8% | -131.6% | -82.3% |
| All | -41.6% | +522.9% | -564.5% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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