+679.8%
IWF vs SAN
+410.2%
+269.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.5% |
| 7D | +5.3% | +1.0% | +4.3% | +4.9% |
| 30D | -8.6% | -9.4% | +0.8% | -6.0% |
| 3M | -6.5% | -17.1% | +10.6% | -1.3% |
| 6M | -5.6% | +2.2% | -7.8% | -6.9% |
| YTD | -1.5% | +6.0% | -7.5% | -4.7% |
| 1Y | -2.8% | +12.7% | -15.5% | -7.9% |
| 3Y | +67.1% | +242.1% | -175.0% | +9.2% |
| 5Y | +57.6% | +293.6% | -236.0% | -4.4% |
| 10Y | +390.4% | +266.1% | +124.3% | +180.3% |
| All | +679.8% | +410.2% | +269.7% | +184.7% |
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 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