-41.6%
CHWY vs VO
+120.1%
-161.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.8% | -3.9% |
| 7D | -13.6% | -1.5% | -12.1% | -12.1% |
| 30D | -8.5% | -3.0% | -5.5% | -5.5% |
| 3M | +8.9% | +2.8% | +6.1% | +5.5% |
| 6M | -20.5% | +10.9% | -31.4% | -29.2% |
| YTD | -38.2% | +12.5% | -50.6% | -45.7% |
| 1Y | -43.3% | +12.0% | -55.2% | -50.1% |
| 3Y | -8.5% | +56.3% | -64.8% | -44.3% |
| 5Y | -72.7% | +42.9% | -115.7% | -81.2% |
| All | -41.6% | +120.1% | -161.7% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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