+39.1%
IWM vs SWK
-38.7%
+77.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | -1.3% | -5.7% | +4.5% | +0.9% |
| 3M | +1.6% | +24.1% | -22.5% | -7.1% |
| 6M | +13.6% | +24.7% | -11.2% | +3.1% |
| YTD | +20.8% | +33.9% | -13.2% | +6.1% |
| 1Y | +26.4% | +34.7% | -8.3% | +10.3% |
| 3Y | +60.7% | +15.3% | +45.4% | +43.5% |
| All | +39.1% | -38.7% | +77.9% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling