+629.0%
VST vs CHWY
-34.3%
+663.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.6% |
| 7D | +8.9% | +1.7% | +7.2% | +8.8% |
| 30D | +6.2% | -1.5% | +7.7% | +6.3% |
| 3M | -2.7% | +13.6% | -16.4% | -4.1% |
| 6M | -8.4% | -7.3% | -1.1% | -8.3% |
| YTD | -7.2% | -28.4% | +21.2% | -5.1% |
| 1Y | -20.9% | -42.5% | +21.6% | -18.0% |
| 3Y | +384.0% | -4.1% | +388.1% | +378.8% |
| 5Y | +757.1% | -69.2% | +826.2% | +769.1% |
| All | +629.0% | -34.3% | +663.3% | +510.2% |
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