+8,007.1%
SWKS vs CHD
+10,220.8%
-2,213.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.5% |
| 7D | +12.5% | -2.7% | +15.2% | +13.3% |
| 30D | +10.5% | -4.6% | +15.1% | +11.8% |
| 3M | -7.4% | +5.0% | -12.4% | -9.0% |
| 6M | +32.7% | -3.2% | +35.9% | +33.0% |
| YTD | +19.2% | +18.6% | +0.5% | +12.9% |
| 1Y | +2.4% | +4.8% | -2.4% | 0.0% |
| 3Y | -25.6% | +6.1% | -31.8% | -28.5% |
| 5Y | -53.4% | +24.0% | -77.4% | -57.7% |
| 10Y | +23.2% | +124.5% | -101.3% | -7.2% |
| All | +8,007.1% | +10,220.8% | -2,213.7% | +2,253.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling