+49.0%
ADP vs CHWY
-72.6%
+121.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.4% | +0.7% |
| 7D | -3.4% | -13.6% | +10.2% | -1.9% |
| 30D | -0.4% | -8.5% | +8.1% | +0.5% |
| 3M | +19.7% | +8.9% | +10.8% | +18.4% |
| 6M | +27.9% | -20.5% | +48.4% | +30.4% |
| YTD | +5.9% | -38.2% | +44.1% | +10.6% |
| 1Y | -7.5% | -43.3% | +35.8% | -2.7% |
| 3Y | +15.4% | -8.5% | +23.9% | +12.8% |
| All | +49.0% | -72.6% | +121.7% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling