+62.6%
IWM vs SW
+40.4%
+22.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.2% |
| 7D | -4.6% | +4.7% | -9.2% | -5.6% |
| 30D | -3.7% | +5.0% | -8.7% | -4.9% |
| 3M | -9.4% | -7.3% | -2.0% | -8.0% |
| 6M | -3.6% | +15.0% | -18.6% | -7.6% |
| YTD | +10.8% | +18.5% | -7.7% | +4.3% |
| 1Y | +11.9% | +27.1% | -15.3% | +3.3% |
| All | +62.6% | +40.4% | +22.2% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling