-72.2%
CHWY vs VSH
+74.2%
-146.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.1% | -9.2% | -4.2% |
| 7D | -13.6% | +4.8% | -18.4% | -14.5% |
| 30D | -8.5% | -0.7% | -7.8% | -8.8% |
| 3M | +8.9% | -43.1% | +52.0% | +20.2% |
| 6M | -20.5% | +91.8% | -112.3% | -40.5% |
| YTD | -38.2% | +131.6% | -169.8% | -57.0% |
| 1Y | -43.3% | +118.1% | -161.3% | -60.2% |
| 3Y | -8.5% | +40.9% | -49.4% | -23.2% |
| All | -72.2% | +74.2% | -146.4% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling