+726.5%
IWD vs SWK
+601.0%
+125.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -0.3% | -0.4% | +0.2% | -0.1% |
| 30D | +0.6% | -5.7% | +6.3% | +2.8% |
| 3M | +7.2% | +24.1% | -16.8% | -2.3% |
| 6M | +16.2% | +24.7% | -8.5% | +4.9% |
| YTD | +23.3% | +33.9% | -10.6% | +7.7% |
| 1Y | +29.6% | +34.7% | -5.1% | +12.0% |
| 3Y | +70.5% | +15.3% | +55.2% | +48.7% |
| 5Y | +73.5% | -39.3% | +112.8% | +89.5% |
| 10Y | +198.3% | +2.5% | +195.8% | +137.8% |
| All | +726.5% | +601.0% | +125.5% | +168.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling