-33.8%
CHWY vs SWK
+1.2%
-35.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | -1.1% | -2.3% | +1.2% | -0.3% |
| 30D | +18.7% | +30.4% | -11.7% | +8.4% |
| 3M | +3.0% | +12.1% | -9.1% | -1.2% |
| 6M | +2.9% | +49.1% | -46.1% | -10.6% |
| YTD | -30.0% | +60.4% | -90.4% | -41.2% |
| 1Y | -30.5% | +78.3% | -108.8% | -43.9% |
| 3Y | +16.0% | +53.3% | -37.3% | -6.1% |
| 5Y | -67.5% | -27.0% | -40.6% | -68.9% |
| All | -33.8% | +1.2% | -35.0% | -41.4% |
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