-35.7%
VG vs CHWY
-46.3%
+10.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -10.8% | +14.6% | +4.2% |
| 7D | +3.8% | -14.1% | +18.0% | +4.4% |
| 30D | +7.2% | -8.1% | +15.4% | +7.4% |
| 3M | +22.8% | +1.7% | +21.1% | +21.4% |
| 6M | +33.2% | -20.7% | +53.9% | +36.1% |
| YTD | +124.8% | -37.2% | +162.0% | +145.7% |
| 1Y | +15.8% | -50.7% | +66.5% | +36.1% |
| All | -35.7% | -46.3% | +10.7% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling