+0.6%
SWKS vs IWD
+78.7%
-78.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.8% |
| 7D | -6.2% | -0.5% | -5.7% | -5.8% |
| 30D | -1.5% | +2.7% | -4.1% | -6.7% |
| 3M | +23.0% | +0.9% | +22.1% | +20.2% |
| 6M | +27.6% | +10.5% | +17.1% | +5.9% |
| YTD | +32.3% | +23.7% | +8.6% | -10.8% |
| 1Y | +20.1% | +28.7% | -8.6% | -24.9% |
| 3Y | +0.6% | +79.7% | -79.1% | -65.9% |
| All | +0.6% | +78.7% | -78.1% | -65.9% |
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