+25.8%
VZ vs CHWY
-73.0%
+98.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -10.8% | +9.5% | -1.1% |
| 7D | -1.0% | -14.1% | +13.2% | -0.7% |
| 30D | +5.8% | -8.1% | +13.9% | +5.9% |
| 3M | +10.5% | +1.7% | +8.8% | +10.5% |
| 6M | +1.8% | -20.7% | +22.4% | +2.1% |
| YTD | +28.3% | -37.2% | +65.5% | +29.3% |
| 1Y | +22.0% | -50.7% | +72.7% | +23.6% |
| 3Y | +81.8% | -9.7% | +91.6% | +79.7% |
| All | +25.8% | -73.0% | +98.9% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling