-42.5%
CHWY vs FDS
-17.4%
-25.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.3% | -0.2% |
| 7D | +1.7% | -1.9% | +3.6% | +2.3% |
| 30D | -1.5% | +9.0% | -10.6% | -4.0% |
| 3M | +13.6% | +18.9% | -5.2% | +7.7% |
| 6M | -7.3% | +35.1% | -42.4% | -14.7% |
| YTD | -28.4% | +5.5% | -33.9% | -32.0% |
| 1Y | -42.5% | -16.8% | -25.7% | -44.2% |
| All | -42.5% | -17.4% | -25.1% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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