+42.2%
FE vs CHWY
-35.4%
+77.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.6% |
| 7D | +0.6% | -1.9% | +2.5% | +0.7% |
| 30D | -2.1% | -1.1% | -1.0% | -2.1% |
| 3M | +2.6% | +15.5% | -12.9% | +1.8% |
| 6M | -6.8% | -8.5% | +1.7% | -6.6% |
| YTD | +6.9% | -29.6% | +36.5% | +8.3% |
| 1Y | +11.6% | -44.1% | +55.6% | +14.2% |
| 3Y | +47.7% | +1.2% | +46.5% | +44.2% |
| 5Y | +46.2% | -69.4% | +115.6% | +51.0% |
| All | +42.2% | -35.4% | +77.5% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling