+205.0%
IWD vs SWK
+32.9%
+172.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.1% |
| 7D | +1.3% | +10.7% | -9.4% | -2.3% |
| 30D | +3.6% | +33.3% | -29.8% | -6.1% |
| 3M | +2.3% | +14.7% | -12.3% | -2.7% |
| 6M | +13.0% | +48.5% | -35.5% | -2.0% |
| YTD | +26.2% | +63.9% | -37.7% | +4.8% |
| 1Y | +30.5% | +80.4% | -50.0% | +4.6% |
| 3Y | +86.2% | +58.1% | +28.1% | +49.0% |
| 5Y | +72.9% | -24.5% | +97.4% | +77.7% |
| 10Y | +205.0% | +29.5% | +175.5% | +142.2% |
| All | +205.0% | +32.9% | +172.1% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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