It is not unusual to have some shrinkage of wood in the winter, and also over time. Both the cold temperature and the dry winter air will cause materials, especially materials that hold water like wood, to shrink. Framing lumber will react this way, as well as your base board itself, especially if they were not at a low moisture level when they were installed.
If you had much larger gaps, I might begin to wonder if something more serious is at fault, but your picture doesn't concern me in the least. It is just one of those things that houses go through.
I wouldn't use chalk to fill the gap however, unless that was a typo. "Caulk", or rather a paint-able latex sealant is the way to go. Use painters tape on both sides of the crack (to avoid cleanup), and press the sealant down into gap a bit, wipe it flush. Touch up with paint if necessary, but with a white baseboard and masking off the sides during install, you may not need to.