+199.9%
VIAV vs CHWY
-43.2%
+243.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.0% | +6.6% | +4.0% |
| 7D | +11.2% | -13.6% | +24.8% | +13.1% |
| 30D | -10.1% | -8.5% | -1.6% | -9.4% |
| 3M | -22.9% | +8.9% | -31.8% | -24.6% |
| 6M | +28.8% | -20.5% | +49.2% | +31.1% |
| YTD | +117.5% | -38.2% | +155.6% | +129.3% |
| 1Y | +216.1% | -43.3% | +259.3% | +237.0% |
| 3Y | +292.2% | -8.5% | +300.8% | +273.4% |
| 5Y | +141.0% | -72.7% | +213.7% | +155.2% |
| All | +199.9% | -43.2% | +243.1% | +140.9% |
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