+11.6%
SWKS vs CHWY
+14.2%
-2.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +3.0% |
| 7D | +10.9% | -1.7% | +12.6% | +11.1% |
| 30D | +17.6% | +14.7% | +2.9% | +15.7% |
| 3M | +29.2% | +1.1% | +28.1% | +28.5% |
| 6M | +37.0% | -1.3% | +38.3% | +36.2% |
| YTD | +44.9% | -31.6% | +76.6% | +50.5% |
| 1Y | +33.8% | -31.5% | +65.3% | +38.7% |
| All | +11.6% | +14.2% | -2.6% | +8.3% |
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