-69.4%
CHWY vs SWK
-39.0%
-30.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -0.1% |
| 7D | -1.9% | -0.7% | -1.2% | -1.6% |
| 30D | -1.1% | -9.7% | +8.6% | +3.3% |
| 3M | +15.5% | +19.5% | -4.0% | +5.9% |
| 6M | -8.5% | +26.0% | -34.5% | -18.7% |
| YTD | -29.6% | +29.1% | -58.7% | -38.4% |
| 1Y | -44.1% | +23.7% | -67.8% | -50.6% |
| 3Y | +1.2% | +15.3% | -14.1% | -13.7% |
| 5Y | -69.4% | -40.6% | -28.7% | -66.8% |
| All | -69.4% | -39.0% | -30.4% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling