-34.8%
VG vs CHWY
-45.5%
+10.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.3% |
| 7D | +7.0% | -12.0% | +19.1% | +7.5% |
| 30D | +17.2% | -6.2% | +23.4% | +17.3% |
| 3M | +16.8% | +5.5% | +11.3% | +15.0% |
| 6M | +36.3% | -17.8% | +54.1% | +38.3% |
| YTD | +127.9% | -36.2% | +164.1% | +149.0% |
| 1Y | +11.7% | -40.0% | +51.7% | +23.5% |
| All | -34.8% | -45.5% | +10.7% | -35.2% |
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