+164.0%
CHRW vs SWK
+2.4%
+161.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | -1.4% | -0.4% | -1.0% | -1.3% |
| 30D | -3.5% | -5.7% | +2.3% | -1.9% |
| 3M | -19.4% | +24.1% | -43.5% | -24.7% |
| 6M | -21.4% | +24.7% | -46.1% | -26.8% |
| YTD | -7.1% | +33.9% | -41.1% | -15.5% |
| 1Y | +17.8% | +34.7% | -16.9% | +6.6% |
| 3Y | +78.8% | +15.3% | +63.5% | +63.2% |
| 5Y | +83.5% | -39.3% | +122.8% | +93.7% |
| All | +164.0% | +2.4% | +161.6% | +127.9% |
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