+77.5%
SWK vs CHD
+28.5%
+49.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.5% |
| 7D | +11.0% | +2.0% | +9.1% | +10.3% |
| 30D | +30.1% | +13.0% | +17.1% | +24.2% |
| 3M | +14.7% | +6.1% | +8.6% | +12.1% |
| 6M | +44.5% | +15.9% | +28.6% | +36.6% |
| YTD | +59.4% | +31.6% | +27.8% | +44.0% |
| 1Y | +77.5% | +28.5% | +49.1% | +63.2% |
| All | +77.5% | +28.5% | +49.1% | +63.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling