-53.0%
SWKS vs IWD
+73.6%
-126.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +4.6% |
| 7D | +12.5% | -0.3% | +12.8% | +12.9% |
| 30D | +10.5% | +0.6% | +9.9% | +9.4% |
| 3M | -7.4% | +7.2% | -14.6% | -17.1% |
| 6M | +32.7% | +16.2% | +16.5% | +4.3% |
| YTD | +19.2% | +23.3% | -4.2% | -14.9% |
| 1Y | +2.4% | +29.6% | -27.2% | -32.4% |
| 3Y | -25.6% | +70.5% | -96.1% | -67.1% |
| All | -53.0% | +73.6% | -126.7% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling