+205.1%
IWD vs SWK
+29.6%
+175.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -0.5% | +11.0% | -11.5% | -4.1% |
| 30D | +2.7% | +30.1% | -27.4% | -6.2% |
| 3M | +0.9% | +14.7% | -13.8% | -4.1% |
| 6M | +10.5% | +44.5% | -34.0% | -3.3% |
| YTD | +23.7% | +59.4% | -35.7% | +3.7% |
| 1Y | +28.7% | +77.5% | -48.8% | +3.8% |
| 3Y | +79.7% | +49.5% | +30.2% | +46.6% |
| 5Y | +69.7% | -24.9% | +94.6% | +74.3% |
| All | +205.1% | +29.6% | +175.5% | +142.7% |
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