-43.0%
SWKS vs IWD
+70.2%
-113.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | +2.2% |
| 7D | -9.2% | -0.9% | -8.3% | -8.1% |
| 30D | -1.9% | +2.6% | -4.5% | -6.5% |
| 3M | +21.2% | +1.2% | +20.0% | +18.2% |
| 6M | +12.9% | +12.1% | +0.8% | -6.7% |
| YTD | +30.7% | +24.1% | +6.6% | -8.3% |
| 1Y | +14.1% | +28.5% | -14.4% | -24.3% |
| 3Y | -1.7% | +79.5% | -81.2% | -60.4% |
| 5Y | -43.0% | +70.3% | -113.3% | -74.7% |
| All | -43.0% | +70.2% | -113.2% | -74.7% |
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