+808.3%
IWM vs SWK
+601.0%
+207.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | -1.3% | -5.7% | +4.5% | +1.5% |
| 3M | +1.6% | +24.1% | -22.5% | -9.2% |
| 6M | +13.6% | +24.7% | -11.2% | +0.5% |
| YTD | +20.8% | +33.9% | -13.2% | +2.6% |
| 1Y | +26.4% | +34.7% | -8.3% | +6.3% |
| 3Y | +60.7% | +15.3% | +45.4% | +38.8% |
| 5Y | +38.2% | -39.3% | +77.5% | +56.9% |
| 10Y | +169.5% | +2.5% | +167.0% | +114.5% |
| All | +808.3% | +601.0% | +207.2% | +162.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling