-63.7%
FIS vs CHWY
-42.4%
-21.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -10.8% | +7.4% | -2.2% |
| 7D | -9.1% | -14.1% | +5.1% | -7.5% |
| 30D | -10.4% | -8.1% | -2.3% | -9.7% |
| 3M | -3.7% | +1.7% | -5.4% | -4.0% |
| 6M | -24.8% | -20.7% | -4.1% | -23.2% |
| YTD | -41.6% | -37.2% | -4.3% | -39.0% |
| 1Y | -42.7% | -50.7% | +8.0% | -38.9% |
| 3Y | -26.2% | -9.7% | -16.5% | -27.8% |
| 5Y | -66.1% | -72.9% | +6.8% | -64.8% |
| All | -63.7% | -42.4% | -21.3% | -70.2% |
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