-41.6%
CHWY vs FWONK
+165.6%
-207.2%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -13.6% | +0.1% | -13.7% | -13.7% |
| 30D | -8.5% | -7.7% | -0.8% | -5.9% |
| 3M | +8.9% | +5.7% | +3.2% | +6.3% |
| 6M | -20.5% | +13.5% | -33.9% | -24.7% |
| YTD | -38.2% | -3.0% | -35.2% | -38.0% |
| 1Y | -43.3% | -6.4% | -36.8% | -42.4% |
| 3Y | -8.5% | +43.8% | -52.4% | -21.4% |
| 5Y | -72.7% | +98.6% | -171.3% | -78.3% |
| All | -41.6% | +165.6% | -207.2% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 all: compounded portfolio wealth divided by compounded FWONK 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…
all analysis · Full analysis span regression · 6 months rolling