+121.5%
VEA vs CHWY
-43.2%
+164.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.1% | +1.3% |
| 7D | -1.5% | -13.6% | +12.2% | -0.3% |
| 30D | -0.8% | -8.5% | +7.7% | -0.2% |
| 3M | +2.5% | +8.9% | -6.4% | +1.4% |
| 6M | +11.1% | -20.5% | +31.6% | +12.8% |
| YTD | +17.2% | -38.2% | +55.3% | +21.3% |
| 1Y | +24.5% | -43.3% | +67.8% | +29.7% |
| 3Y | +75.4% | -8.5% | +84.0% | +71.3% |
| 5Y | +61.1% | -72.7% | +133.8% | +66.7% |
| All | +121.5% | -43.2% | +164.7% | +93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling