I am trying to decompose Vega PnL into ATM vol, skew, and curvature components. To that end, I am building an SVI model and using the SVI-JW parameterization to attribute Vega PnL via the following formula: VegaPnL=Vega×dVol≈Vega×(dVoldvtdvt+dVoldψtdψt+dVoldptdpt+dVoldctdct+dVoldv~tdv~t)VegaPnL = Vega \times dVol \approx Vega \times (\frac{dVol}{dv_t}dv_t+\frac{dVol}{d\psi_t}d\psi_t + \frac{dVol}{dp_t}dp_t + \frac{dVol}{dc_t}dc_t + \frac{dVol}{d\tilde{v}_{t}}d\tilde{v}_{t}) However, the results are not satisfactory — the residual is extremely large. What is the correct way to perform this Vega PnL breakdown, and where might the problem lie? Thx