+47.1%
FE vs CHWY
-10.4%
+57.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.8% | +10.3% | -0.3% |
| 7D | -0.2% | -14.1% | +14.0% | +0.1% |
| 30D | -1.2% | -8.1% | +7.0% | -1.1% |
| 3M | +1.7% | +1.7% | -0.1% | +1.6% |
| 6M | -7.5% | -20.7% | +13.2% | -7.3% |
| YTD | +6.3% | -37.2% | +43.5% | +6.9% |
| 1Y | +10.9% | -50.7% | +61.6% | +11.7% |
| All | +47.1% | -10.4% | +57.5% | +39.3% |
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