+131.0%
SWKS vs IWD
+726.5%
-595.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +4.4% |
| 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% | -15.5% |
| 6M | +32.7% | +16.2% | +16.5% | +8.6% |
| YTD | +19.2% | +23.3% | -4.2% | -10.0% |
| 1Y | +2.4% | +29.6% | -27.2% | -27.5% |
| 3Y | -25.6% | +70.5% | -96.1% | -62.5% |
| 5Y | -53.4% | +73.5% | -126.9% | -76.5% |
| 10Y | +23.2% | +198.3% | -175.2% | -69.5% |
| All | +131.0% | +726.5% | -595.5% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling