+25.9%
SWKS vs IWD
+197.9%
-172.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +4.5% |
| 7D | +12.5% | -0.3% | +12.8% | +12.9% |
| 30D | +10.5% | +0.6% | +9.9% | +9.6% |
| 3M | -7.4% | +7.2% | -14.6% | -15.7% |
| 6M | +32.7% | +16.2% | +16.5% | +8.3% |
| YTD | +19.2% | +23.3% | -4.2% | -10.3% |
| 1Y | +2.4% | +29.6% | -27.2% | -27.8% |
| 3Y | -25.6% | +70.5% | -96.1% | -62.5% |
| 5Y | -53.4% | +73.5% | -126.9% | -76.5% |
| All | +25.9% | +197.9% | -172.0% | -67.2% |
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