+13.8%
VRT vs CHWY
-28.3%
+42.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +6.1% | -19.0% | -11.9% |
| 7D | -15.4% | +13.4% | -28.8% | -13.6% |
| 30D | -19.0% | +28.4% | -47.4% | -16.7% |
| 3M | -23.8% | -2.9% | -20.9% | -22.2% |
| 6M | -37.9% | -4.7% | -33.1% | -34.3% |
| YTD | +27.0% | -29.2% | +56.2% | +44.4% |
| 1Y | +13.8% | -30.7% | +44.5% | +31.4% |
| All | +13.8% | -28.3% | +42.1% | +31.4% |
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