+334.3%
CHTR vs SWK
+182.6%
+151.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -1.1% | -0.4% | -0.6% | -0.8% |
| 30D | -0.8% | -5.7% | +5.0% | +1.3% |
| 3M | +17.8% | +24.1% | -6.3% | +8.8% |
| 6M | -34.5% | +24.7% | -59.2% | -40.0% |
| YTD | -27.2% | +33.9% | -61.1% | -35.0% |
| 1Y | -41.4% | +34.7% | -76.1% | -48.1% |
| 3Y | -64.0% | +15.3% | -79.3% | -67.6% |
| 5Y | -81.3% | -39.3% | -42.0% | -79.7% |
| 10Y | -44.1% | +2.5% | -46.6% | -53.3% |
| All | +334.3% | +182.6% | +151.7% | +163.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling