+20.8%
SWK vs CHD
+196.6%
-175.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | +30.4% | +12.2% | +18.3% | +25.0% |
| 3M | +12.1% | +9.3% | +2.8% | +8.5% |
| 6M | +49.1% | +24.3% | +24.8% | +37.1% |
| YTD | +60.4% | +34.9% | +25.6% | +43.0% |
| 1Y | +78.3% | +32.7% | +45.6% | +59.8% |
| 3Y | +53.3% | +29.4% | +23.9% | +36.2% |
| 5Y | -27.0% | +31.7% | -58.7% | -36.5% |
| 10Y | +20.8% | +191.7% | -170.8% | -18.3% |
| All | +20.8% | +196.6% | -175.7% | -18.3% |
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