+6.2%
VTR vs CHWY
-19.9%
+26.1%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.4% |
| 7D | -0.3% | -13.6% | +13.3% | +0.3% |
| 30D | +1.1% | -8.5% | +9.6% | +1.5% |
| 3M | +7.9% | +8.9% | -1.0% | +7.2% |
| 6M | +6.2% | -20.5% | +26.6% | +6.6% |
| All | +6.2% | -19.9% | +26.1% | +6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling