-72.2%
CHWY vs VYM
+77.5%
-149.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -4.0% |
| 7D | -13.6% | -0.8% | -12.8% | -12.6% |
| 30D | -8.5% | -2.2% | -6.3% | -5.6% |
| 3M | +8.9% | +3.1% | +5.8% | +4.5% |
| 6M | -20.5% | +9.7% | -30.2% | -30.1% |
| YTD | -38.2% | +14.9% | -53.0% | -49.1% |
| 1Y | -43.3% | +17.6% | -60.8% | -55.0% |
| 3Y | -8.5% | +65.3% | -73.9% | -59.0% |
| All | -72.2% | +77.5% | -149.8% | -87.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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