-37.0%
SWKS vs CHWY
-68.5%
+31.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +3.2% |
| 7D | +10.9% | -1.7% | +12.6% | +11.2% |
| 30D | +17.6% | +14.7% | +2.9% | +14.2% |
| 3M | +29.2% | +1.1% | +28.1% | +27.9% |
| 6M | +37.0% | -1.3% | +38.3% | +35.4% |
| YTD | +44.9% | -31.6% | +76.6% | +53.1% |
| 1Y | +33.8% | -31.5% | +65.3% | +41.0% |
| 3Y | +10.2% | +13.2% | -3.0% | -2.0% |
| 5Y | -37.0% | -70.6% | +33.6% | -37.6% |
| All | -37.0% | -68.5% | +31.5% | -37.6% |
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