+39.1%
VNQ vs CHWY
-43.2%
+82.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.8% | +1.0% |
| 7D | -1.3% | -13.6% | +12.3% | +0.1% |
| 30D | -2.6% | -8.5% | +6.0% | -1.8% |
| 3M | -2.0% | +8.9% | -10.9% | -3.1% |
| 6M | +4.3% | -20.5% | +24.8% | +6.0% |
| YTD | +9.2% | -38.2% | +47.4% | +13.5% |
| 1Y | +5.6% | -43.3% | +48.9% | +10.5% |
| 3Y | +30.8% | -8.5% | +39.4% | +27.0% |
| 5Y | +8.0% | -72.7% | +80.7% | +12.1% |
| All | +39.1% | -43.2% | +82.3% | +14.9% |
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