+755.0%
SW vs IWF
+929.3%
-174.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -5.1% | +0.5% | -5.6% | -5.2% |
| 30D | -4.6% | -0.4% | -4.2% | -4.5% |
| 3M | +9.4% | -2.6% | +12.0% | +10.2% |
| 6M | +3.5% | +9.1% | -5.6% | +1.0% |
| YTD | +22.0% | +4.5% | +17.6% | +20.5% |
| 1Y | +2.2% | +10.1% | -7.9% | -0.5% |
| 3Y | +19.6% | +77.6% | -58.0% | +3.6% |
| 5Y | -2.3% | +73.7% | -76.1% | -16.1% |
| 10Y | +181.4% | +411.5% | -230.2% | +106.3% |
| All | +755.0% | +929.3% | -174.3% | +533.7% |
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