+39.4%
SWKS vs CHWY
-41.4%
+80.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.6% | +8.2% | +9.5% |
| 7D | +17.5% | -12.0% | +29.5% | +20.4% |
| 30D | +23.0% | -6.2% | +29.2% | +24.2% |
| 3M | +19.5% | +5.5% | +14.0% | +17.4% |
| 6M | +54.3% | -17.8% | +72.1% | +58.4% |
| YTD | +35.3% | -36.2% | +71.5% | +45.7% |
| 1Y | +17.9% | -40.0% | +57.8% | +27.9% |
| 3Y | -6.8% | -8.3% | +1.5% | -12.8% |
| 5Y | -45.4% | -71.9% | +26.5% | -39.0% |
| All | +39.4% | -41.4% | +80.9% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 CHWY 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