+83.8%
VWO vs CHWY
-43.2%
+127.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +1.0% |
| 7D | -1.8% | -13.6% | +11.8% | -0.5% |
| 30D | -0.1% | -8.5% | +8.4% | +0.6% |
| 3M | +2.2% | +8.9% | -6.7% | +1.1% |
| 6M | +8.8% | -20.5% | +29.2% | +10.5% |
| YTD | +12.4% | -38.2% | +50.5% | +16.7% |
| 1Y | +15.6% | -43.3% | +58.8% | +20.8% |
| 3Y | +62.5% | -8.5% | +71.1% | +57.8% |
| 5Y | +34.3% | -72.7% | +107.0% | +40.4% |
| All | +83.8% | -43.2% | +127.0% | +61.9% |
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