+356.5%
SHW vs IWD
+212.1%
+144.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +2.1% |
| 7D | +1.6% | +1.3% | +0.3% | +0.6% |
| 30D | +12.1% | +3.6% | +8.5% | +8.7% |
| 3M | -3.0% | +2.3% | -5.3% | -4.8% |
| 6M | +13.5% | +13.0% | +0.5% | +1.7% |
| YTD | +11.2% | +26.2% | -14.9% | -9.7% |
| 1Y | +6.2% | +30.5% | -24.2% | -16.4% |
| 3Y | +45.6% | +86.2% | -40.6% | -17.0% |
| 5Y | +15.6% | +72.9% | -57.3% | -29.4% |
| 10Y | +356.5% | +205.0% | +151.4% | +56.2% |
| All | +356.5% | +212.1% | +144.4% | +56.2% |
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