-5.7%
CHWY vs FDS
-36.6%
+30.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.8% | +7.4% | +3.8% |
| 7D | -12.0% | -16.0% | +4.0% | -5.9% |
| 30D | -6.2% | -6.7% | +0.5% | -3.7% |
| 3M | +5.5% | +6.0% | -0.5% | +2.7% |
| 6M | -17.8% | +25.1% | -42.9% | -25.5% |
| YTD | -36.2% | -8.1% | -28.1% | -34.4% |
| 1Y | -40.0% | -26.0% | -13.9% | -31.1% |
| All | -5.7% | -36.6% | +30.9% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling