+320.9%
FAST vs CHWY
-37.4%
+358.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.6% |
| 7D | +4.2% | -0.2% | +4.3% | +4.2% |
| 30D | +6.7% | +8.1% | -1.4% | +5.6% |
| 3M | +8.0% | +0.3% | +7.8% | +7.6% |
| 6M | +27.4% | +4.0% | +23.4% | +25.9% |
| YTD | +40.5% | -31.9% | +72.4% | +45.5% |
| 1Y | +38.4% | -32.8% | +71.1% | +43.3% |
| 3Y | +98.7% | +16.0% | +82.7% | +85.0% |
| 5Y | +106.7% | -70.7% | +177.4% | +120.0% |
| All | +320.9% | -37.4% | +358.4% | +232.2% |
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