+266.1%
FERG vs CHWY
-43.2%
+309.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +0.9% |
| 7D | -2.6% | -13.6% | +11.0% | -1.5% |
| 30D | -8.9% | -8.5% | -0.3% | -8.4% |
| 3M | -2.0% | +8.9% | -10.9% | -3.0% |
| 6M | -3.2% | -20.5% | +17.3% | -2.0% |
| YTD | +1.5% | -38.2% | +39.7% | +4.6% |
| 1Y | +0.5% | -43.3% | +43.7% | +4.2% |
| 3Y | +50.4% | -8.5% | +59.0% | +48.7% |
| 5Y | +68.7% | -72.7% | +141.4% | +67.5% |
| All | +266.1% | -43.2% | +309.3% | +329.4% |
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