-0.6%
SWKS vs IWD
+79.4%
-79.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | +2.6% |
| 7D | -9.2% | -0.9% | -8.3% | -8.1% |
| 30D | -1.9% | +2.6% | -4.5% | -7.0% |
| 3M | +21.2% | +1.2% | +20.0% | +17.7% |
| 6M | +12.9% | +12.1% | +0.8% | -8.9% |
| YTD | +30.7% | +24.1% | +6.6% | -12.4% |
| 1Y | +14.1% | +28.5% | -14.4% | -28.3% |
| All | -0.6% | +79.4% | -79.9% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling