+144.5%
VTV vs CHWY
-43.2%
+187.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.8% | +0.9% |
| 7D | -1.1% | -13.6% | +12.5% | -0.1% |
| 30D | -1.0% | -8.5% | +7.5% | -0.5% |
| 3M | +4.6% | +8.9% | -4.3% | +3.7% |
| 6M | +13.5% | -20.5% | +34.0% | +14.9% |
| YTD | +18.5% | -38.2% | +56.7% | +21.9% |
| 1Y | +22.9% | -43.3% | +66.1% | +27.1% |
| 3Y | +67.8% | -8.5% | +76.4% | +64.4% |
| 5Y | +81.8% | -72.7% | +154.6% | +87.0% |
| All | +144.5% | -43.2% | +187.8% | +102.3% |
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