-10.4%
SHW vs IWF
+6.4%
-16.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.6% |
| 7D | -4.5% | -1.7% | -2.8% | -3.8% |
| 30D | -12.7% | -1.8% | -10.8% | -12.1% |
| 3M | +4.7% | +1.5% | +3.2% | +4.1% |
| 6M | -3.4% | +7.7% | -11.1% | -7.5% |
| YTD | -1.3% | +2.7% | -4.0% | -4.6% |
| 1Y | -10.4% | +6.8% | -17.1% | -13.3% |
| All | -10.4% | +6.4% | -16.7% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling