+189.7%
SW vs IWD
+220.3%
-30.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +2.5% |
| 7D | +12.1% | +2.5% | +9.5% | +10.4% |
| 30D | +6.6% | +6.0% | +0.6% | +2.8% |
| 3M | -6.0% | +3.8% | -9.8% | -8.0% |
| 6M | +21.5% | +16.3% | +5.1% | +11.4% |
| YTD | +20.3% | +27.5% | -7.1% | +5.0% |
| 1Y | +28.1% | +32.8% | -4.7% | +9.4% |
| 3Y | +51.6% | +84.3% | -32.7% | +12.1% |
| 5Y | -0.1% | +75.7% | -75.8% | -25.2% |
| 10Y | +189.7% | +220.9% | -31.2% | +80.2% |
| All | +189.7% | +220.3% | -30.5% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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