-41.6%
CHWY vs VYM
+133.7%
-175.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.6% |
| 7D | -13.6% | -0.8% | -12.8% | -13.0% |
| 30D | -8.5% | -2.2% | -6.3% | -6.8% |
| 3M | +8.9% | +3.1% | +5.8% | +6.3% |
| 6M | -20.5% | +9.7% | -30.2% | -26.2% |
| YTD | -38.2% | +14.9% | -53.0% | -44.6% |
| 1Y | -43.3% | +17.6% | -60.8% | -50.2% |
| 3Y | -8.5% | +65.3% | -73.9% | -38.9% |
| 5Y | -72.7% | +78.7% | -151.5% | -82.1% |
| All | -41.6% | +133.7% | -175.3% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling