+29.9%
VZ vs CHWY
-34.3%
+64.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | +0.1% | +1.7% | -1.6% | 0.0% |
| 30D | +7.9% | -1.5% | +9.4% | +7.9% |
| 3M | +13.6% | +13.6% | 0.0% | +13.3% |
| 6M | +1.1% | -7.3% | +8.3% | +1.1% |
| YTD | +29.3% | -28.4% | +57.7% | +30.0% |
| 1Y | +21.2% | -42.5% | +63.8% | +22.5% |
| 3Y | +75.9% | -4.1% | +80.0% | +74.1% |
| 5Y | +24.1% | -69.2% | +93.3% | +24.3% |
| All | +29.9% | -34.3% | +64.2% | +10.7% |
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