-16.4%
SWKS vs CHWY
-0.4%
-16.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.5% | +2.1% |
| 7D | +11.8% | -1.9% | +13.7% | +12.1% |
| 30D | +6.7% | -1.1% | +7.8% | +6.8% |
| 3M | 0.0% | +15.5% | -15.5% | -2.1% |
| 6M | +38.7% | -8.5% | +47.2% | +39.4% |
| YTD | +21.4% | -29.6% | +50.9% | +26.1% |
| 1Y | +2.9% | -44.1% | +47.0% | +10.2% |
| 3Y | -16.4% | +1.2% | -17.6% | -16.9% |
| All | -16.4% | -0.4% | -16.0% | -16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling