+90.2%
ADP vs CHWY
-43.2%
+133.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.3% |
| 7D | -2.8% | -13.6% | +10.9% | -1.3% |
| 30D | +0.2% | -8.5% | +8.8% | +1.1% |
| 3M | +20.5% | +8.9% | +11.6% | +19.2% |
| 6M | +28.8% | -20.5% | +49.2% | +31.1% |
| YTD | +6.6% | -38.2% | +44.8% | +11.1% |
| 1Y | -6.9% | -43.3% | +36.4% | -2.4% |
| 3Y | +16.1% | -8.5% | +24.7% | +13.5% |
| 5Y | +49.3% | -72.7% | +122.1% | +56.1% |
| All | +90.2% | -43.2% | +133.5% | +57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling