+21.9%
SWK vs CHD
+191.9%
-170.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.1% |
| 7D | -2.0% | +0.4% | -2.3% | -2.1% |
| 30D | +24.6% | +11.6% | +13.0% | +19.7% |
| 3M | +10.8% | +10.7% | +0.1% | +6.7% |
| 6M | +46.1% | +20.2% | +25.8% | +36.1% |
| YTD | +56.8% | +34.5% | +22.3% | +39.9% |
| 1Y | +72.7% | +32.6% | +40.2% | +54.9% |
| 3Y | +49.9% | +29.1% | +20.8% | +33.2% |
| 5Y | -30.9% | +31.5% | -62.4% | -39.9% |
| All | +21.9% | +191.9% | -170.0% | -18.1% |
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