+20.3%
SHW vs IWF
+77.2%
-56.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -3.2% | +0.5% | -3.7% | -3.4% |
| 30D | -11.4% | -1.4% | -10.0% | -10.8% |
| 3M | +3.5% | +0.4% | +3.0% | +3.1% |
| 6M | -3.4% | +8.5% | -11.8% | -7.5% |
| YTD | -0.3% | +3.7% | -4.0% | -2.7% |
| 1Y | -10.4% | +8.5% | -18.9% | -14.7% |
| All | +20.3% | +77.2% | -56.8% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling