+1,486.3%
SWKS vs CHRW
+3,613.5%
-2,127.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.1% | -0.1% |
| 7D | -9.2% | +0.7% | -9.9% | -9.6% |
| 30D | -1.9% | -5.0% | +3.1% | -0.4% |
| 3M | +21.2% | -16.1% | +37.3% | +29.6% |
| 6M | +12.9% | -22.6% | +35.5% | +22.7% |
| YTD | +30.7% | -19.3% | +50.0% | +36.2% |
| 1Y | +14.1% | -14.9% | +29.1% | +15.7% |
| 3Y | -1.7% | +68.0% | -69.7% | -33.1% |
| 5Y | -43.0% | +53.2% | -96.2% | -60.3% |
| 10Y | +34.3% | +134.8% | -100.5% | -28.3% |
| All | +1,486.3% | +3,613.5% | -2,127.2% | +108.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling