+550.5%
VST vs CHWY
-37.4%
+588.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | +6.6% | -0.2% | +6.8% | +6.6% |
| 30D | -12.4% | +8.1% | -20.5% | -13.0% |
| 3M | -9.0% | +0.3% | -9.3% | -9.3% |
| 6M | -6.4% | +4.0% | -10.5% | -7.4% |
| YTD | -17.2% | -31.9% | +14.7% | -15.3% |
| 1Y | -22.0% | -32.8% | +10.7% | -20.2% |
| 3Y | +296.7% | +16.0% | +280.6% | +287.3% |
| 5Y | +637.6% | -70.7% | +708.3% | +649.7% |
| All | +550.5% | -37.4% | +588.0% | +445.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling