+92.1%
FAST vs CHWY
-10.4%
+102.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -10.8% | +9.6% | -0.5% |
| 7D | +1.8% | -14.1% | +15.9% | +2.7% |
| 30D | -6.4% | -8.1% | +1.7% | -6.1% |
| 3M | +5.3% | +1.7% | +3.6% | +4.9% |
| 6M | +5.4% | -20.7% | +26.0% | +6.4% |
| YTD | +23.6% | -37.2% | +60.8% | +26.3% |
| 1Y | +4.1% | -50.7% | +54.8% | +7.7% |
| All | +92.1% | -10.4% | +102.4% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling