-41.6%
CHWY vs SWK
-21.9%
-19.7%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -13.6% | -7.5% | -6.1% | -11.2% |
| 30D | -8.5% | -12.5% | +4.0% | -4.4% |
| 3M | +8.9% | +8.3% | +0.6% | +5.8% |
| 6M | -20.5% | +23.4% | -43.8% | -26.7% |
| YTD | -38.2% | +23.8% | -62.0% | -43.2% |
| 1Y | -43.3% | +17.0% | -60.3% | -47.2% |
| 3Y | -8.5% | +10.7% | -19.2% | -16.8% |
| 5Y | -72.7% | -42.5% | -30.3% | -71.6% |
| All | -41.6% | -21.9% | -19.7% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling