-53.0%
SWKS vs CHRW
+83.1%
-136.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.2% |
| 7D | +12.5% | -1.4% | +13.9% | +13.0% |
| 30D | +10.5% | -3.5% | +14.0% | +11.6% |
| 3M | -7.4% | -19.4% | +12.0% | -2.3% |
| 6M | +32.7% | -21.4% | +54.0% | +40.2% |
| YTD | +19.2% | -7.1% | +26.3% | +17.6% |
| 1Y | +2.4% | +17.8% | -15.4% | -8.3% |
| 3Y | -25.6% | +78.8% | -104.4% | -45.2% |
| All | -53.0% | +83.1% | -136.1% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling