-39.8%
CHWY vs VIG
+137.5%
-177.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +2.1% |
| 7D | -12.0% | -2.2% | -9.8% | -9.8% |
| 30D | -6.2% | -3.2% | -3.0% | -2.7% |
| 3M | +5.5% | +3.0% | +2.5% | +2.2% |
| 6M | -17.8% | +8.1% | -25.9% | -24.4% |
| YTD | -36.2% | +9.1% | -45.3% | -41.7% |
| 1Y | -40.0% | +12.6% | -52.5% | -47.2% |
| 3Y | -8.3% | +55.4% | -63.7% | -43.4% |
| 5Y | -71.9% | +62.8% | -134.7% | -82.8% |
| All | -39.8% | +137.5% | -177.2% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling