+78.3%
VTR vs CHWY
-43.2%
+121.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.3% |
| 7D | -0.3% | -13.6% | +13.3% | +0.5% |
| 30D | +1.1% | -8.5% | +9.6% | +1.6% |
| 3M | +7.9% | +8.9% | -1.0% | +7.1% |
| 6M | +6.2% | -20.5% | +26.6% | +7.2% |
| YTD | +17.7% | -38.2% | +55.9% | +20.6% |
| 1Y | +32.9% | -43.3% | +76.1% | +36.8% |
| 3Y | +129.7% | -8.5% | +138.2% | +125.0% |
| 5Y | +89.3% | -72.7% | +162.1% | +92.5% |
| All | +78.3% | -43.2% | +121.5% | +37.2% |
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