+337.7%
SHW vs IWF
+383.8%
-46.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.6% |
| 7D | +1.9% | +2.8% | -0.9% | 0.0% |
| 30D | +8.1% | -7.5% | +15.6% | +13.5% |
| 3M | -2.8% | -8.5% | +5.7% | +2.7% |
| 6M | +15.0% | -7.4% | +22.5% | +20.0% |
| YTD | +9.0% | -2.6% | +11.6% | +9.5% |
| 1Y | +4.5% | -1.8% | +6.3% | +4.2% |
| 3Y | +41.9% | +65.5% | -23.6% | -6.5% |
| 5Y | +10.7% | +55.8% | -45.1% | -24.7% |
| All | +337.7% | +383.8% | -46.1% | +2.0% |
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