+395.3%
IWM vs SW
+743.1%
-347.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.1% | -2.6% | +1.2% |
| 7D | +1.0% | +12.1% | -11.1% | +0.1% |
| 30D | +0.2% | +6.6% | -6.3% | -0.3% |
| 3M | -5.6% | -6.0% | +0.4% | -5.3% |
| 6M | +2.7% | +21.5% | -18.8% | +1.1% |
| YTD | +16.2% | +20.3% | -4.2% | +14.2% |
| 1Y | +18.9% | +28.1% | -9.2% | +16.5% |
| 3Y | +68.3% | +51.6% | +16.7% | +63.2% |
| 5Y | +26.7% | -0.1% | +26.8% | +23.5% |
| 10Y | +178.1% | +189.7% | -11.6% | +159.3% |
| All | +395.3% | +743.1% | -347.8% | +359.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling