+123.6%
CHRW vs SWK
+29.6%
+94.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.2% |
| 7D | +0.6% | +11.0% | -10.5% | -2.6% |
| 30D | -7.3% | +30.1% | -37.3% | -14.1% |
| 3M | -14.2% | +14.7% | -28.8% | -17.8% |
| 6M | -25.1% | +44.5% | -69.6% | -33.2% |
| YTD | -21.2% | +59.4% | -80.5% | -31.9% |
| 1Y | -14.2% | +77.5% | -91.7% | -28.2% |
| 3Y | +63.5% | +49.5% | +14.1% | +38.4% |
| 5Y | +49.6% | -24.9% | +74.5% | +48.3% |
| All | +123.6% | +29.6% | +94.0% | +77.7% |
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