+28.7%
SWK vs CHD
+182.8%
-154.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | +11.0% | +2.0% | +9.1% | +10.4% |
| 30D | +30.1% | +13.0% | +17.1% | +24.5% |
| 3M | +14.7% | +6.1% | +8.6% | +12.2% |
| 6M | +44.5% | +15.9% | +28.6% | +36.6% |
| YTD | +59.4% | +31.6% | +27.8% | +43.7% |
| 1Y | +77.5% | +28.5% | +49.1% | +61.4% |
| 3Y | +49.5% | +30.5% | +19.0% | +32.6% |
| 5Y | -24.9% | +30.7% | -55.6% | -34.3% |
| All | +28.7% | +182.8% | -154.1% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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