+29.6%
IWD vs SWK
+77.0%
-47.4%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.3% |
| 7D | +1.6% | +11.3% | -9.7% | -0.7% |
| 30D | +3.6% | +31.5% | -27.9% | -2.1% |
| 3M | +2.0% | +14.4% | -12.4% | -0.8% |
| 6M | +13.1% | +46.4% | -33.4% | +3.9% |
| YTD | +26.2% | +61.6% | -35.4% | +12.0% |
| 1Y | +29.6% | +78.7% | -49.2% | +11.8% |
| All | +29.6% | +77.0% | -47.4% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling