+182.7%
SW vs IWF
+378.8%
-196.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.5% |
| 7D | +2.3% | -5.0% | +7.3% | +4.5% |
| 30D | +6.8% | -13.2% | +20.0% | +13.4% |
| 3M | -5.2% | -9.4% | +4.2% | -1.2% |
| 6M | +7.4% | -8.6% | +16.0% | +11.4% |
| YTD | +17.4% | -5.3% | +22.7% | +19.8% |
| 1Y | +27.1% | -5.0% | +32.1% | +29.5% |
| 3Y | +47.9% | +64.6% | -16.8% | +21.1% |
| 5Y | -2.6% | +50.8% | -53.3% | -19.3% |
| All | +182.7% | +378.8% | -196.2% | +69.9% |
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