-40.7%
CHWY vs FDS
+1.5%
-42.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.4% | -7.4% | -9.0% |
| 7D | -14.1% | -8.8% | -5.4% | -9.8% |
| 30D | -8.1% | -1.4% | -6.8% | -7.5% |
| 3M | +1.7% | +13.9% | -12.2% | -6.0% |
| 6M | -20.7% | +27.4% | -48.0% | -32.1% |
| YTD | -37.2% | -2.5% | -34.8% | -38.1% |
| 1Y | -50.7% | -23.8% | -26.9% | -44.2% |
| 3Y | -9.7% | -32.5% | +22.7% | +9.4% |
| 5Y | -72.9% | -23.2% | -49.7% | -68.6% |
| All | -40.7% | +1.5% | -42.2% | -41.4% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling