+588.7%
VLO vs CHWY
-72.6%
+661.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.4% |
| 7D | +5.3% | -13.6% | +18.9% | +5.6% |
| 30D | +18.2% | -8.5% | +26.8% | +18.4% |
| 3M | +53.3% | +8.9% | +44.4% | +52.8% |
| 6M | +70.4% | -20.5% | +90.9% | +71.0% |
| YTD | +143.4% | -38.2% | +181.5% | +145.9% |
| 1Y | +153.0% | -43.3% | +196.3% | +156.4% |
| 3Y | +195.0% | -8.5% | +203.5% | +192.8% |
| All | +588.7% | -72.6% | +661.3% | +558.3% |
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 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