-8.5%
CHWY vs VSXY
+352.7%
-361.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.1% | -3.3% |
| 7D | -13.6% | +0.1% | -13.7% | -13.6% |
| 30D | -8.5% | -18.7% | +10.1% | -6.8% |
| 3M | +8.9% | -4.0% | +12.9% | +9.0% |
| 6M | -20.5% | +67.5% | -87.9% | -26.1% |
| YTD | -38.2% | +39.7% | -77.8% | -41.6% |
| 1Y | -43.3% | +180.0% | -223.2% | -51.3% |
| 3Y | -8.5% | +337.3% | -345.8% | -31.4% |
| All | -8.5% | +352.7% | -361.3% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling