-43.3%
CHWY vs VMC
-14.0%
-29.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.4% |
| 7D | -13.6% | -3.8% | -9.8% | -12.2% |
| 30D | -8.5% | -9.7% | +1.1% | -4.9% |
| 3M | +8.9% | -9.6% | +18.5% | +12.5% |
| 6M | -20.5% | -4.8% | -15.6% | -19.6% |
| YTD | -38.2% | -10.9% | -27.3% | -36.4% |
| 1Y | -43.3% | -15.6% | -27.7% | -40.7% |
| All | -43.3% | -14.0% | -29.2% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling