+6,225.8%
SHW vs IWF
+727.1%
+5,498.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | -3.2% | +0.5% | -3.8% | -3.6% |
| 30D | -9.5% | -0.4% | -9.1% | -9.3% |
| 3M | +11.5% | -2.6% | +14.1% | +13.1% |
| 6M | -3.5% | +9.1% | -12.7% | -9.8% |
| YTD | +3.7% | +4.5% | -0.8% | -0.2% |
| 1Y | -7.9% | +10.1% | -18.0% | -14.9% |
| 3Y | +24.7% | +77.6% | -52.9% | -20.3% |
| 5Y | +13.6% | +73.7% | -60.1% | -27.6% |
| 10Y | +283.0% | +411.5% | -128.6% | +9.9% |
| All | +6,225.8% | +727.1% | +5,498.8% | +880.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling