+32.1%
SWKS vs CHD
+182.8%
-150.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.6% |
| 7D | -6.2% | +2.0% | -8.1% | -6.7% |
| 30D | -1.5% | +13.0% | -14.5% | -4.5% |
| 3M | +23.0% | +6.1% | +16.9% | +21.0% |
| 6M | +27.6% | +15.9% | +11.7% | +22.3% |
| YTD | +32.3% | +31.6% | +0.7% | +22.2% |
| 1Y | +20.1% | +28.5% | -8.3% | +11.6% |
| 3Y | +0.6% | +30.5% | -29.8% | -8.8% |
| 5Y | -42.3% | +30.7% | -73.0% | -49.4% |
| All | +32.1% | +182.8% | -150.7% | -12.5% |
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