+32.4%
SWKS vs IWD
+212.1%
-179.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | -2.0% |
| 7D | -2.7% | +1.3% | -4.0% | -4.7% |
| 30D | +8.5% | +3.6% | +4.9% | +3.0% |
| 3M | +17.3% | +2.3% | +15.0% | +13.1% |
| 6M | +25.1% | +13.0% | +12.1% | +5.7% |
| YTD | +33.3% | +26.2% | +7.2% | -3.0% |
| 1Y | +22.9% | +30.5% | -7.6% | -14.6% |
| 3Y | +5.5% | +86.2% | -80.7% | -52.8% |
| 5Y | -41.9% | +72.9% | -114.8% | -70.7% |
| 10Y | +32.4% | +205.0% | -172.6% | -64.8% |
| All | +32.4% | +212.1% | -179.6% | -64.8% |
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