-50.3%
SWKS vs CHWY
-72.7%
+22.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -10.8% | +12.4% | +3.7% |
| 7D | +6.8% | -14.1% | +20.9% | +9.8% |
| 30D | +11.3% | -8.1% | +19.4% | +12.8% |
| 3M | +4.1% | +1.7% | +2.3% | +3.0% |
| 6M | +39.7% | -20.7% | +60.3% | +44.3% |
| YTD | +23.2% | -37.2% | +60.4% | +32.9% |
| 1Y | +5.3% | -50.7% | +56.0% | +18.6% |
| 3Y | -15.1% | -9.7% | -5.4% | -20.3% |
| 5Y | -50.3% | -72.9% | +22.6% | -46.8% |
| All | -50.3% | -72.7% | +22.4% | -46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling