+185.4%
SW vs IWD
+208.6%
-23.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | +0.1% |
| 7D | +4.7% | -0.9% | +5.6% | +5.3% |
| 30D | +5.0% | +2.6% | +2.4% | +3.4% |
| 3M | -7.3% | +1.2% | -8.6% | -7.9% |
| 6M | +15.0% | +12.1% | +2.9% | +7.8% |
| YTD | +18.5% | +24.1% | -5.6% | +5.2% |
| 1Y | +27.1% | +28.5% | -1.4% | +10.7% |
| 3Y | +49.3% | +79.5% | -30.2% | +12.2% |
| 5Y | -1.6% | +70.3% | -71.9% | -25.0% |
| All | +185.4% | +208.6% | -23.2% | +78.6% |
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