+35.3%
SWKS vs IWF
+377.5%
-342.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.9% |
| 7D | -3.1% | -2.9% | -0.2% | -0.1% |
| 30D | +8.3% | -10.9% | +19.2% | +23.8% |
| 3M | +20.2% | -8.1% | +28.3% | +31.9% |
| 6M | +24.9% | -7.5% | +32.5% | +36.3% |
| YTD | +33.2% | -3.4% | +36.5% | +36.0% |
| 1Y | +23.6% | -5.0% | +28.6% | +29.0% |
| 3Y | +1.3% | +64.0% | -62.8% | -47.8% |
| 5Y | -40.6% | +56.8% | -97.3% | -67.1% |
| 10Y | +35.3% | +381.2% | -345.9% | -85.6% |
| All | +35.3% | +377.5% | -342.2% | -85.6% |
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