-72.2%
CHWY vs VIG
+63.0%
-135.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.8% | -4.2% |
| 7D | -13.6% | -1.1% | -12.5% | -12.0% |
| 30D | -8.5% | -2.7% | -5.8% | -4.2% |
| 3M | +8.9% | +2.5% | +6.4% | +4.5% |
| 6M | -20.5% | +9.2% | -29.7% | -31.4% |
| YTD | -38.2% | +9.8% | -48.0% | -47.0% |
| 1Y | -43.3% | +12.4% | -55.6% | -53.5% |
| 3Y | -8.5% | +55.9% | -64.4% | -60.9% |
| All | -72.2% | +63.0% | -135.3% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling