+362.2%
VST vs CHWY
-10.4%
+372.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.8% | +10.4% | +0.8% |
| 7D | +5.3% | -14.1% | +19.5% | +7.0% |
| 30D | +5.8% | -8.1% | +13.9% | +6.6% |
| 3M | +3.5% | +1.7% | +1.8% | +2.4% |
| 6M | -7.4% | -20.7% | +13.3% | -5.5% |
| YTD | -6.1% | -37.2% | +31.1% | -1.1% |
| 1Y | -21.6% | -50.7% | +29.1% | -15.2% |
| All | +362.2% | -10.4% | +372.6% | +369.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling