-24.5%
SWK vs CHD
+33.4%
-57.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.8% | +1.0% | +2.1% |
| 7D | +10.7% | +0.8% | +9.9% | +10.4% |
| 30D | +33.3% | +13.5% | +19.9% | +27.3% |
| 3M | +14.7% | +8.1% | +6.5% | +11.4% |
| 6M | +48.5% | +19.9% | +28.6% | +38.6% |
| YTD | +63.9% | +34.0% | +29.9% | +46.6% |
| 1Y | +80.4% | +29.8% | +50.6% | +63.1% |
| 3Y | +58.1% | +28.7% | +29.4% | +39.3% |
| 5Y | -24.5% | +31.8% | -56.3% | -37.2% |
| All | -24.5% | +33.4% | -57.9% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling