+35.3%
SWKS vs CHD
+180.1%
-144.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -3.1% | +2.4% | -5.5% | -3.7% |
| 30D | +8.3% | +13.9% | -5.6% | +4.9% |
| 3M | +20.2% | +8.5% | +11.7% | +17.7% |
| 6M | +24.9% | +20.4% | +4.6% | +18.6% |
| YTD | +33.2% | +34.5% | -1.4% | +22.3% |
| 1Y | +23.6% | +33.8% | -10.2% | +13.6% |
| 3Y | +1.3% | +29.1% | -27.9% | -7.7% |
| 5Y | -40.6% | +31.2% | -71.8% | -47.7% |
| 10Y | +35.3% | +193.1% | -157.9% | -11.5% |
| All | +35.3% | +180.1% | -144.8% | -11.5% |
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