-41.6%
CHWY vs VSH
+144.3%
-185.8%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.1% | -9.2% | -4.3% |
| 7D | -13.6% | +4.8% | -18.4% | -14.6% |
| 30D | -8.5% | -0.7% | -7.8% | -8.8% |
| 3M | +8.9% | -43.1% | +52.0% | +20.7% |
| 6M | -20.5% | +91.8% | -112.3% | -39.4% |
| YTD | -38.2% | +131.6% | -169.8% | -55.9% |
| 1Y | -43.3% | +118.1% | -161.3% | -59.3% |
| 3Y | -8.5% | +40.9% | -49.4% | -26.7% |
| 5Y | -72.7% | +75.8% | -148.5% | -80.2% |
| All | -41.6% | +144.3% | -185.8% | -67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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