-41.6%
CHWY vs VIG
+139.2%
-180.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -3.8% |
| 7D | -13.6% | -1.1% | -12.5% | -12.6% |
| 30D | -8.5% | -2.7% | -5.8% | -5.7% |
| 3M | +8.9% | +2.5% | +6.4% | +6.1% |
| 6M | -20.5% | +9.2% | -29.7% | -27.7% |
| YTD | -38.2% | +9.8% | -48.0% | -44.0% |
| 1Y | -43.3% | +12.4% | -55.6% | -50.0% |
| 3Y | -8.5% | +55.9% | -64.4% | -43.7% |
| 5Y | -72.7% | +63.9% | -136.7% | -83.5% |
| All | -41.6% | +139.2% | -180.8% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling