+25.2%
VZ vs CHWY
-28.3%
+53.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.1% | -4.1% | +2.1% |
| 7D | +6.9% | +13.4% | -6.4% | +7.0% |
| 30D | +2.3% | +28.4% | -26.2% | +2.8% |
| 3M | 0.0% | -2.9% | +2.9% | -0.8% |
| 6M | +0.2% | -4.7% | +5.0% | -0.9% |
| YTD | +20.9% | -29.2% | +50.1% | +14.5% |
| 1Y | +25.2% | -30.7% | +56.0% | +18.2% |
| All | +25.2% | -28.3% | +53.6% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling