-35.4%
CHWY vs SWK
-1.1%
-34.3%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.1% | -1.6% |
| 7D | -1.7% | -2.0% | +0.2% | -1.1% |
| 30D | +14.7% | +24.6% | -9.9% | +6.4% |
| 3M | +1.1% | +10.8% | -9.7% | -2.6% |
| 6M | -1.3% | +46.1% | -47.4% | -13.7% |
| YTD | -31.6% | +56.8% | -88.5% | -42.1% |
| 1Y | -31.5% | +72.7% | -104.2% | -44.1% |
| 3Y | +13.2% | +49.9% | -36.6% | -7.6% |
| 5Y | -70.6% | -30.9% | -39.7% | -71.5% |
| All | -35.4% | -1.1% | -34.3% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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