-37.7%
SWKS vs CHD
+31.9%
-69.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.5% |
| 3M | +28.3% | +9.3% | +18.9% | +27.7% |
| 6M | +26.1% | +24.3% | +1.8% | +24.0% |
| YTD | +41.1% | +34.9% | +6.2% | +37.4% |
| 1Y | +31.4% | +32.7% | -1.3% | +28.2% |
| 3Y | +7.3% | +29.4% | -22.1% | +4.1% |
| 5Y | -37.7% | +31.7% | -69.4% | -43.9% |
| All | -37.7% | +31.9% | -69.6% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling