+27.6%
SWKS vs IWF
+410.6%
-383.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +12.5% | +0.5% | +12.0% | +11.7% |
| 30D | +10.5% | -0.4% | +10.9% | +11.0% |
| 3M | -7.4% | -2.6% | -4.8% | -4.0% |
| 6M | +32.7% | +9.1% | +23.5% | +18.2% |
| YTD | +19.2% | +4.5% | +14.7% | +11.7% |
| 1Y | +2.4% | +10.1% | -7.7% | -10.0% |
| 3Y | -25.6% | +77.6% | -103.3% | -65.0% |
| 5Y | -53.4% | +73.7% | -127.1% | -77.2% |
| All | +27.6% | +410.6% | -383.0% | -87.0% |
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