+28.5%
IWD vs SWK
+82.9%
-54.4%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -2.1% |
| 7D | -0.9% | +11.3% | -12.2% | -3.1% |
| 30D | +2.6% | +28.1% | -25.5% | -2.4% |
| 3M | +1.2% | +12.6% | -11.3% | -1.3% |
| 6M | +12.1% | +51.7% | -39.6% | +2.2% |
| YTD | +24.1% | +60.0% | -35.8% | +10.6% |
| 1Y | +28.5% | +72.7% | -44.2% | +12.1% |
| All | +28.5% | +82.9% | -54.4% | +12.1% |
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