+106.4%
FAST vs CHWY
-72.6%
+179.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | -0.4% | -12.0% | +11.6% | +0.9% |
| 30D | -6.4% | -6.2% | -0.2% | -5.9% |
| 3M | +7.1% | +5.5% | +1.6% | +6.0% |
| 6M | +7.0% | -17.8% | +24.8% | +8.5% |
| YTD | +24.1% | -36.2% | +60.4% | +29.3% |
| 1Y | +4.4% | -40.0% | +44.3% | +9.3% |
| 3Y | +93.2% | -8.3% | +101.5% | +86.6% |
| 5Y | +106.4% | -71.9% | +178.2% | +109.7% |
| All | +106.4% | -72.6% | +179.0% | +109.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling