+229.3%
SAP vs IWD
+205.2%
+24.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | -0.2% |
| 7D | -2.5% | -0.6% | -1.9% | -2.1% |
| 30D | +7.5% | +3.6% | +3.9% | +4.1% |
| 3M | +11.6% | +2.7% | +9.0% | +9.1% |
| 6M | +37.6% | +13.2% | +24.4% | +23.3% |
| YTD | -2.0% | +26.8% | -28.7% | -20.7% |
| 1Y | -6.4% | +29.3% | -35.6% | -25.6% |
| 3Y | +67.7% | +85.1% | -17.4% | -3.3% |
| 5Y | +75.7% | +74.2% | +1.5% | +7.0% |
| 10Y | +229.3% | +204.6% | +24.7% | +31.0% |
| All | +229.3% | +205.2% | +24.1% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling