+170.8%
FANG vs CHWY
-43.2%
+214.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | -0.2% |
| 7D | +2.9% | -13.6% | +16.5% | +3.1% |
| 30D | +2.6% | -8.5% | +11.2% | +2.7% |
| 3M | +7.6% | +8.9% | -1.3% | +7.2% |
| 6M | +17.3% | -20.5% | +37.8% | +17.7% |
| YTD | +38.7% | -38.2% | +76.8% | +40.0% |
| 1Y | +51.6% | -43.3% | +94.9% | +53.4% |
| 3Y | +50.0% | -8.5% | +58.5% | +49.2% |
| 5Y | +237.6% | -72.7% | +310.3% | +226.7% |
| All | +170.8% | -43.2% | +214.0% | +161.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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