+33.8%
SWKS vs CHRW
-9.5%
+43.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.3% | +2.7% |
| 7D | +10.9% | +4.7% | +6.1% | +10.3% |
| 30D | +17.6% | -2.6% | +20.2% | +17.7% |
| 3M | +29.2% | -8.0% | +37.2% | +30.1% |
| 6M | +37.0% | -19.0% | +56.0% | +38.1% |
| YTD | +44.9% | -15.5% | +60.4% | +39.6% |
| 1Y | +33.8% | -10.8% | +44.6% | +25.2% |
| All | +33.8% | -9.5% | +43.3% | +25.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling