+287.1%
SHW vs IWD
+197.6%
+89.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +1.1% |
| 7D | -3.2% | -0.3% | -3.0% | -3.0% |
| 30D | -9.5% | +0.6% | -10.1% | -10.0% |
| 3M | +11.5% | +7.2% | +4.2% | +4.6% |
| 6M | -3.5% | +16.2% | -19.7% | -15.8% |
| YTD | +3.7% | +23.3% | -19.6% | -14.3% |
| 1Y | -7.9% | +29.6% | -37.5% | -27.3% |
| 3Y | +24.7% | +70.5% | -45.8% | -23.2% |
| 5Y | +13.6% | +73.5% | -59.9% | -31.0% |
| All | +287.1% | +197.6% | +89.5% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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