+32.4%
SWKS vs CHD
+181.4%
-149.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.4% |
| 7D | -2.7% | +0.8% | -3.5% | -3.0% |
| 30D | +8.5% | +13.5% | -5.0% | +5.1% |
| 3M | +17.3% | +8.1% | +9.1% | +14.9% |
| 6M | +25.1% | +19.9% | +5.2% | +18.9% |
| YTD | +33.3% | +34.0% | -0.7% | +22.6% |
| 1Y | +22.9% | +29.8% | -6.9% | +13.9% |
| 3Y | +5.5% | +28.7% | -23.2% | -3.8% |
| 5Y | -41.9% | +31.8% | -73.7% | -49.0% |
| 10Y | +32.4% | +178.2% | -145.8% | -11.8% |
| All | +32.4% | +181.4% | -149.0% | -11.8% |
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