+1,501.0%
SWK vs CHD
+11,559.2%
-10,058.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | +11.3% | +5.0% | +6.2% | +9.9% |
| 30D | +28.1% | +15.3% | +12.8% | +23.5% |
| 3M | +12.6% | +7.7% | +4.8% | +10.5% |
| 6M | +51.7% | +19.8% | +31.9% | +44.6% |
| YTD | +60.0% | +34.0% | +25.9% | +48.0% |
| 1Y | +72.7% | +30.1% | +42.6% | +60.9% |
| 3Y | +46.3% | +33.0% | +13.3% | +34.4% |
| 5Y | -24.6% | +33.1% | -57.7% | -31.1% |
| 10Y | +32.2% | +189.4% | -157.2% | -1.2% |
| All | +1,501.0% | +11,559.2% | -10,058.2% | +539.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling