+59.9%
VEA vs CHWY
-72.6%
+132.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.4% |
| 7D | -1.5% | -13.6% | +12.2% | -0.2% |
| 30D | -0.8% | -8.5% | +7.7% | -0.1% |
| 3M | +2.5% | +8.9% | -6.4% | +1.3% |
| 6M | +11.1% | -20.5% | +31.6% | +12.9% |
| YTD | +17.2% | -38.2% | +55.3% | +21.7% |
| 1Y | +24.5% | -43.3% | +67.8% | +30.2% |
| 3Y | +75.4% | -8.5% | +84.0% | +70.9% |
| All | +59.9% | -72.6% | +132.5% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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