+127.0%
CHRW vs SWK
+32.9%
+94.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.8% | +0.1% | +2.1% |
| 7D | +0.2% | +10.7% | -10.5% | -2.8% |
| 30D | -9.4% | +33.3% | -42.7% | -16.6% |
| 3M | -13.3% | +14.7% | -27.9% | -16.9% |
| 6M | -24.2% | +48.5% | -72.7% | -32.9% |
| YTD | -18.9% | +63.9% | -82.8% | -30.5% |
| 1Y | -12.4% | +80.4% | -92.8% | -27.0% |
| 3Y | +72.2% | +58.1% | +14.1% | +43.6% |
| 5Y | +53.4% | -24.5% | +77.9% | +51.9% |
| 10Y | +127.0% | +29.5% | +97.5% | +80.9% |
| All | +127.0% | +32.9% | +94.1% | +80.9% |
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