+406.1%
CAH vs SWK
+17.8%
+388.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.5% | +0.7% |
| 7D | +3.9% | -2.0% | +5.8% | +4.3% |
| 30D | +16.0% | +24.6% | -8.6% | +10.5% |
| 3M | +19.1% | +10.8% | +8.3% | +16.1% |
| 6M | +53.0% | +46.1% | +7.0% | +40.0% |
| YTD | +36.6% | +56.8% | -20.2% | +22.0% |
| 1Y | +37.4% | +72.7% | -35.3% | +19.8% |
| 3Y | +178.8% | +49.9% | +129.0% | +140.3% |
| 5Y | +498.6% | -30.9% | +529.5% | +544.4% |
| All | +406.1% | +17.8% | +388.3% | +327.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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