+70.3%
IWD vs SWK
-25.4%
+95.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -2.0% |
| 7D | -0.9% | +11.3% | -12.2% | -3.7% |
| 30D | +2.6% | +28.1% | -25.5% | -3.7% |
| 3M | +1.2% | +12.6% | -11.3% | -2.0% |
| 6M | +12.1% | +51.7% | -39.6% | +0.1% |
| YTD | +24.1% | +60.0% | -35.8% | +8.6% |
| 1Y | +28.5% | +72.7% | -44.2% | +10.0% |
| 3Y | +79.5% | +46.3% | +33.2% | +54.9% |
| 5Y | +70.3% | -24.6% | +94.9% | +70.2% |
| All | +70.3% | -25.4% | +95.7% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling