+32.1%
SWKS vs CHRW
+127.5%
-95.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +2.0% |
| 7D | -6.2% | +0.6% | -6.7% | -6.5% |
| 30D | -1.5% | -7.3% | +5.8% | +0.5% |
| 3M | +23.0% | -14.2% | +37.1% | +28.4% |
| 6M | +27.6% | -25.1% | +52.7% | +37.6% |
| YTD | +32.3% | -21.2% | +53.5% | +37.1% |
| 1Y | +20.1% | -14.2% | +34.3% | +20.0% |
| 3Y | +0.6% | +63.5% | -62.9% | -28.0% |
| 5Y | -42.3% | +49.6% | -91.9% | -57.7% |
| All | +32.1% | +127.5% | -95.4% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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