-33.2%
VRSK vs CHWY
-43.1%
+9.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.7% |
| 7D | -5.2% | -13.6% | +8.4% | -3.1% |
| 30D | -2.3% | -8.5% | +6.2% | -1.2% |
| 3M | -2.9% | +8.9% | -11.8% | -4.3% |
| 6M | -12.8% | -20.5% | +7.7% | -10.8% |
| YTD | -20.8% | -38.2% | +17.3% | -17.1% |
| 1Y | -33.2% | -43.3% | +10.0% | -31.1% |
| All | -33.2% | -43.1% | +9.9% | -31.1% |
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