+1,240.6%
SWK vs CHD
+10,220.8%
-8,980.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.4% | -2.7% | +2.2% | +0.3% |
| 30D | -5.7% | -4.6% | -1.1% | -4.6% |
| 3M | +24.1% | +5.0% | +19.0% | +22.3% |
| 6M | +24.7% | -3.2% | +27.9% | +25.6% |
| YTD | +33.9% | +18.6% | +15.3% | +27.8% |
| 1Y | +34.7% | +4.8% | +29.9% | +32.5% |
| 3Y | +15.3% | +6.1% | +9.1% | +11.9% |
| 5Y | -39.3% | +24.0% | -63.2% | -43.5% |
| 10Y | +2.5% | +124.5% | -122.0% | -18.6% |
| All | +1,240.6% | +10,220.8% | -8,980.3% | +452.4% |
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