+399.0%
VGT vs CHWY
-43.2%
+442.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.7% |
| 7D | -0.2% | -13.6% | +13.4% | +2.3% |
| 30D | -0.4% | -8.5% | +8.1% | +0.8% |
| 3M | +4.4% | +8.9% | -4.5% | +2.1% |
| 6M | +32.1% | -20.5% | +52.5% | +35.9% |
| YTD | +28.8% | -38.2% | +66.9% | +38.3% |
| 1Y | +35.3% | -43.3% | +78.6% | +47.1% |
| 3Y | +124.8% | -8.5% | +133.3% | +113.0% |
| 5Y | +137.9% | -72.7% | +210.7% | +162.6% |
| All | +399.0% | -43.2% | +442.3% | +318.8% |
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 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