+183.3%
SW vs IWF
+391.9%
-208.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -1.1% |
| 7D | +1.8% | -1.0% | +2.9% | +2.2% |
| 30D | +7.0% | -10.1% | +17.1% | +11.9% |
| 3M | -7.6% | -7.6% | 0.0% | -4.6% |
| 6M | +8.5% | -6.7% | +15.3% | +11.6% |
| YTD | +17.7% | -2.5% | +20.2% | +18.6% |
| 1Y | +27.1% | -2.1% | +29.1% | +27.7% |
| 3Y | +48.2% | +68.6% | -20.4% | +20.0% |
| 5Y | -2.3% | +55.8% | -58.2% | -20.2% |
| 10Y | +183.3% | +383.3% | -199.9% | +67.6% |
| All | +183.3% | +391.9% | -208.6% | +67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling