+66.9%
PAYX vs CHWY
-43.2%
+110.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +0.9% |
| 7D | -4.9% | -13.6% | +8.8% | -3.3% |
| 30D | -3.8% | -8.5% | +4.7% | -2.9% |
| 3M | +17.9% | +8.9% | +9.0% | +16.5% |
| 6M | +26.1% | -20.5% | +46.5% | +28.6% |
| YTD | +6.7% | -38.2% | +44.9% | +11.7% |
| 1Y | -10.7% | -43.3% | +32.5% | -6.0% |
| 3Y | +7.0% | -8.5% | +15.5% | +4.2% |
| 5Y | +22.6% | -72.7% | +95.4% | +28.6% |
| All | +66.9% | -43.2% | +110.1% | +34.2% |
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