+18.9%
IWM vs SW
+29.5%
-10.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +0.7% |
| 7D | +1.0% | +12.1% | -11.1% | -1.4% |
| 30D | +0.2% | +6.6% | -6.3% | -1.1% |
| 3M | -5.6% | -6.0% | +0.4% | -4.6% |
| 6M | +2.7% | +21.5% | -18.8% | -2.2% |
| YTD | +16.2% | +20.3% | -4.2% | +8.4% |
| 1Y | +18.9% | +28.1% | -9.2% | +8.4% |
| All | +18.9% | +29.5% | -10.6% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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