+49.2%
SWKS vs CHWY
-37.4%
+86.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +9.4% | -0.2% | +9.6% | +9.5% |
| 30D | +17.0% | +8.1% | +8.9% | +14.9% |
| 3M | +28.9% | +0.3% | +28.7% | +27.7% |
| 6M | +33.1% | +4.0% | +29.1% | +30.2% |
| YTD | +44.8% | -31.9% | +76.7% | +53.0% |
| 1Y | +36.2% | -32.8% | +69.0% | +44.1% |
| 3Y | +11.5% | +16.0% | -4.5% | -1.2% |
| 5Y | -37.1% | -70.7% | +33.7% | -30.3% |
| All | +49.2% | -37.4% | +86.7% | +19.9% |
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