+84.9%
IWD vs SAN
+247.1%
-162.2%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.1% |
| 7D | +2.3% | +4.0% | -1.7% | +1.4% |
| 30D | +3.6% | -7.8% | +11.4% | +5.2% |
| 3M | +2.2% | -16.4% | +18.5% | +5.8% |
| 6M | +13.0% | +3.5% | +9.4% | +11.5% |
| YTD | +26.5% | +6.7% | +19.8% | +23.1% |
| 1Y | +30.1% | +14.5% | +15.6% | +24.5% |
| 3Y | +84.9% | +243.5% | -158.7% | +40.7% |
| All | +84.9% | +247.1% | -162.2% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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