+32.1%
SWKS vs IWF
+378.8%
-346.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | -0.3% |
| 7D | -6.2% | -5.0% | -1.2% | -0.5% |
| 30D | -1.5% | -13.2% | +11.7% | +16.5% |
| 3M | +23.0% | -9.4% | +32.4% | +37.5% |
| 6M | +27.6% | -8.6% | +36.2% | +41.3% |
| YTD | +32.3% | -5.3% | +37.6% | +38.7% |
| 1Y | +20.1% | -5.0% | +25.1% | +25.2% |
| 3Y | +0.6% | +64.6% | -64.0% | -48.4% |
| 5Y | -42.3% | +50.8% | -93.1% | -66.4% |
| All | +32.1% | +378.8% | -346.7% | -86.0% |
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