+12.0%
SHW vs IWF
+73.7%
-61.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.1% | +1.4% |
| 7D | -3.1% | -0.9% | -2.2% | -2.6% |
| 30D | -10.0% | -1.7% | -8.3% | -9.1% |
| 3M | +2.3% | +0.7% | +1.6% | +1.6% |
| 6M | +0.7% | +8.6% | -7.9% | -4.4% |
| YTD | +0.5% | +3.5% | -3.0% | -2.1% |
| 1Y | -11.5% | +7.0% | -18.5% | -15.6% |
| 3Y | +21.3% | +76.3% | -55.0% | -17.3% |
| All | +12.0% | +73.7% | -61.7% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling