+143.6%
VLO vs CHWY
-42.5%
+186.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.1% |
| 7D | +5.2% | +1.7% | +3.5% | +5.3% |
| 30D | +22.6% | -1.5% | +24.1% | +22.5% |
| 3M | +43.8% | +13.6% | +30.1% | +45.1% |
| 6M | +65.7% | -7.3% | +73.0% | +66.2% |
| YTD | +131.1% | -28.4% | +159.5% | +131.7% |
| 1Y | +143.6% | -42.5% | +186.1% | +152.3% |
| All | +143.6% | -42.5% | +186.1% | +152.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling