+22.5%
VZ vs CHWY
-43.1%
+65.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.1% |
| 7D | +0.9% | -13.6% | +14.5% | +0.1% |
| 30D | +7.7% | -8.5% | +16.3% | +7.4% |
| 3M | +9.7% | +8.9% | +0.8% | +11.4% |
| 6M | +3.1% | -20.5% | +23.6% | +1.3% |
| YTD | +30.5% | -38.2% | +68.7% | +24.1% |
| 1Y | +22.5% | -43.3% | +65.7% | +15.8% |
| All | +22.5% | -43.1% | +65.6% | +15.8% |
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 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