+726.5%
IWD vs SAN
+520.2%
+206.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -0.3% | +1.8% | -2.0% | -0.9% |
| 30D | +0.6% | +2.0% | -1.4% | -0.1% |
| 3M | +7.2% | +19.7% | -12.5% | +0.4% |
| 6M | +16.2% | +30.6% | -14.4% | +5.1% |
| YTD | +23.3% | +28.8% | -5.5% | +11.3% |
| 1Y | +29.6% | +57.8% | -28.2% | +8.7% |
| 3Y | +70.5% | +338.1% | -267.7% | -2.5% |
| 5Y | +73.5% | +384.2% | -310.7% | -7.9% |
| 10Y | +198.3% | +353.1% | -154.8% | +49.9% |
| All | +726.5% | +520.2% | +206.3% | +189.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling