+108.4%
VXUS vs CHWY
-41.4%
+149.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.4% |
| 7D | -1.9% | -12.0% | +10.1% | -0.9% |
| 30D | -0.7% | -6.2% | +5.4% | -0.3% |
| 3M | +4.9% | +5.5% | -0.6% | +4.1% |
| 6M | +9.7% | -17.8% | +27.4% | +11.0% |
| YTD | +15.0% | -36.2% | +51.2% | +18.8% |
| 1Y | +22.4% | -40.0% | +62.4% | +27.0% |
| 3Y | +72.2% | -8.3% | +80.5% | +68.0% |
| 5Y | +52.6% | -71.9% | +124.5% | +57.9% |
| All | +108.4% | -41.4% | +149.8% | +82.8% |
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