+85.6%
VUG vs CHWY
-11.7%
+97.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +4.0% | +1.3% |
| 7D | -0.5% | -13.6% | +13.1% | +1.1% |
| 30D | -1.0% | -8.5% | +7.6% | -0.1% |
| 3M | +3.5% | +8.9% | -5.4% | +2.1% |
| 6M | +14.2% | -20.5% | +34.7% | +16.4% |
| YTD | +8.5% | -38.2% | +46.6% | +13.6% |
| 1Y | +12.9% | -43.3% | +56.1% | +19.1% |
| 3Y | +85.6% | -8.5% | +94.2% | +92.5% |
| All | +85.6% | -11.7% | +97.3% | +92.5% |
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