+11.6%
SWKS vs IWF
+67.8%
-56.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.1% |
| 7D | +10.9% | +5.3% | +5.6% | +5.0% |
| 30D | +17.6% | -8.6% | +26.2% | +28.8% |
| 3M | +29.2% | -6.5% | +35.7% | +37.7% |
| 6M | +37.0% | -5.6% | +42.6% | +44.9% |
| YTD | +44.9% | -1.5% | +46.5% | +45.4% |
| 1Y | +33.8% | -2.8% | +36.7% | +36.4% |
| All | +11.6% | +67.8% | -56.2% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling