+46.0%
SWKS vs CHD
+196.6%
-150.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.2% | +5.7% | +5.9% |
| 7D | +5.7% | 0.0% | +5.7% | +5.7% |
| 30D | +17.3% | +12.2% | +5.2% | +14.0% |
| 3M | +28.3% | +9.3% | +18.9% | +25.3% |
| 6M | +26.1% | +24.3% | +1.8% | +18.7% |
| YTD | +41.1% | +34.9% | +6.2% | +29.5% |
| 1Y | +31.4% | +32.7% | -1.3% | +21.1% |
| 3Y | +7.3% | +29.4% | -22.1% | -2.3% |
| 5Y | -37.7% | +31.7% | -69.4% | -45.3% |
| 10Y | +46.0% | +191.7% | -145.6% | -4.6% |
| All | +46.0% | +196.6% | -150.5% | -4.6% |
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 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