+69.3%
IWD vs SWK
-25.5%
+94.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -0.5% | +11.0% | -11.5% | -3.2% |
| 30D | +2.7% | +30.1% | -27.4% | -4.1% |
| 3M | +0.9% | +14.7% | -13.8% | -2.8% |
| 6M | +10.5% | +44.5% | -34.0% | 0.0% |
| YTD | +23.7% | +59.4% | -35.7% | +8.3% |
| 1Y | +28.7% | +77.5% | -48.8% | +9.5% |
| 3Y | +79.7% | +49.5% | +30.2% | +54.2% |
| All | +69.3% | -25.5% | +94.8% | +69.6% |
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