+728.9%
IWD vs SAN
+393.8%
+335.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.4% |
| 7D | -0.5% | +4.9% | -5.4% | -2.1% |
| 30D | +2.7% | -13.0% | +15.6% | +7.4% |
| 3M | +0.9% | -18.9% | +19.8% | +7.9% |
| 6M | +10.5% | -4.1% | +14.7% | +11.2% |
| YTD | +23.7% | +2.6% | +21.1% | +20.2% |
| 1Y | +28.7% | +16.9% | +11.8% | +19.5% |
| 3Y | +79.7% | +239.1% | -159.3% | +12.0% |
| 5Y | +69.7% | +266.8% | -197.1% | -0.9% |
| 10Y | +211.4% | +246.0% | -34.6% | +71.4% |
| All | +728.9% | +393.8% | +335.2% | +212.0% |
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