-40.7%
CHWY vs SWK
-19.8%
-20.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.3% | -8.6% | -10.1% |
| 7D | -14.1% | -4.6% | -9.6% | -12.7% |
| 30D | -8.1% | -9.9% | +1.8% | -4.9% |
| 3M | +1.7% | +15.4% | -13.7% | -3.5% |
| 6M | -20.7% | +25.0% | -45.6% | -27.1% |
| YTD | -37.2% | +27.2% | -64.4% | -42.8% |
| 1Y | -50.7% | +24.6% | -75.3% | -55.1% |
| 3Y | -9.7% | +13.7% | -23.4% | -18.6% |
| 5Y | -72.9% | -41.5% | -31.4% | -72.0% |
| All | -40.7% | -19.8% | -20.9% | -43.1% |
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