+743.1%
SW vs IWF
+884.2%
-141.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +4.0% |
| 7D | +12.1% | -4.2% | +16.2% | +13.4% |
| 30D | +6.6% | -8.1% | +14.7% | +9.1% |
| 3M | -6.0% | -5.1% | -1.0% | -4.7% |
| 6M | +21.5% | -1.4% | +22.9% | +21.9% |
| YTD | +20.3% | -0.1% | +20.4% | +20.3% |
| 1Y | +28.1% | -1.3% | +29.4% | +28.5% |
| 3Y | +51.6% | +74.7% | -23.1% | +32.0% |
| 5Y | -0.1% | +59.3% | -59.4% | -12.5% |
| 10Y | +189.7% | +412.4% | -222.7% | +114.1% |
| All | +743.1% | +884.2% | -141.1% | +532.3% |
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