+414.8%
IWM vs SW
+755.0%
-340.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +0.1% | -5.1% | +5.2% | +0.5% |
| 30D | -1.3% | -4.6% | +3.3% | -0.9% |
| 3M | +1.6% | +9.4% | -7.8% | +0.8% |
| 6M | +13.6% | +3.5% | +10.0% | +13.0% |
| YTD | +20.8% | +22.0% | -1.3% | +18.7% |
| 1Y | +26.4% | +2.2% | +24.2% | +25.6% |
| 3Y | +60.7% | +19.6% | +41.1% | +57.4% |
| 5Y | +38.2% | -2.3% | +40.5% | +34.9% |
| 10Y | +169.5% | +181.4% | -11.9% | +151.3% |
| All | +414.8% | +755.0% | -340.2% | +377.2% |
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