-38.7%
SWKS vs IWF
+59.5%
-98.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.3% | +3.7% | +3.4% |
| 7D | +5.7% | -1.1% | +6.8% | +6.6% |
| 30D | +17.3% | -8.3% | +25.6% | +28.5% |
| 3M | +28.3% | -5.6% | +33.8% | +35.5% |
| 6M | +26.1% | -5.4% | +31.5% | +33.4% |
| YTD | +41.1% | -1.2% | +42.3% | +40.7% |
| 1Y | +31.4% | -2.6% | +34.1% | +33.4% |
| 3Y | +7.3% | +67.8% | -60.5% | -43.3% |
| All | -38.7% | +59.5% | -98.2% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling