+273.5%
SHW vs IWF
+418.7%
-145.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.3% |
| 7D | -4.5% | -1.7% | -2.8% | -3.3% |
| 30D | -12.7% | -1.8% | -10.8% | -11.6% |
| 3M | +4.7% | +1.5% | +3.2% | +3.3% |
| 6M | -3.4% | +7.7% | -11.1% | -8.8% |
| YTD | -1.3% | +2.7% | -4.0% | -3.9% |
| 1Y | -10.4% | +6.8% | -17.1% | -15.4% |
| 3Y | +20.1% | +76.9% | -56.8% | -24.1% |
| 5Y | +10.5% | +73.4% | -62.9% | -30.5% |
| All | +273.5% | +418.7% | -145.2% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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