+159.0%
IWM vs SWK
+30.0%
+129.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.6% | -2.0% | -3.5% |
| 7D | -4.6% | +11.3% | -15.8% | -9.2% |
| 30D | -3.7% | +28.1% | -31.8% | -13.8% |
| 3M | -9.4% | +12.6% | -22.0% | -14.4% |
| 6M | -3.6% | +51.7% | -55.3% | -20.6% |
| YTD | +10.8% | +60.0% | -49.1% | -11.8% |
| 1Y | +11.9% | +72.7% | -60.8% | -14.1% |
| 3Y | +60.6% | +46.3% | +14.2% | +26.9% |
| 5Y | +19.2% | -24.6% | +43.8% | +22.9% |
| All | +159.0% | +30.0% | +129.0% | +94.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling