+32.4%
SWKS vs IWF
+391.9%
-359.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | -2.8% |
| 7D | -2.7% | -1.0% | -1.7% | -2.0% |
| 30D | +8.5% | -10.1% | +18.6% | +22.7% |
| 3M | +17.3% | -7.6% | +24.9% | +27.9% |
| 6M | +25.1% | -6.7% | +31.9% | +35.1% |
| YTD | +33.3% | -2.5% | +35.9% | +34.8% |
| 1Y | +22.9% | -2.1% | +25.0% | +23.3% |
| 3Y | +5.5% | +68.6% | -63.1% | -47.4% |
| 5Y | -41.9% | +55.8% | -97.7% | -67.5% |
| 10Y | +32.4% | +383.3% | -350.8% | -86.2% |
| All | +32.4% | +391.9% | -359.5% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling