-41.6%
CHWY vs FDS
-5.6%
-36.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.4% |
| 7D | -13.6% | -14.0% | +0.4% | -6.5% |
| 30D | -8.5% | -6.2% | -2.3% | -5.6% |
| 3M | +8.9% | +10.2% | -1.3% | +2.2% |
| 6M | -20.5% | +27.4% | -47.9% | -32.2% |
| YTD | -38.2% | -9.3% | -28.9% | -36.7% |
| 1Y | -43.3% | -28.6% | -14.6% | -33.9% |
| 3Y | -8.5% | -36.8% | +28.3% | +14.5% |
| 5Y | -72.7% | -28.6% | -44.1% | -67.2% |
| All | -41.6% | -5.6% | -36.0% | -40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling