+177.0%
SAP vs IWD
+198.0%
-21.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.3% |
| 7D | -2.9% | -0.3% | -2.6% | -2.6% |
| 30D | +9.0% | +0.6% | +8.4% | +8.5% |
| 3M | +14.9% | +7.2% | +7.7% | +8.2% |
| 6M | +11.9% | +16.2% | -4.3% | -2.1% |
| YTD | -9.9% | +23.3% | -33.2% | -25.3% |
| 1Y | -19.5% | +29.6% | -49.1% | -36.1% |
| 3Y | +61.8% | +70.5% | -8.7% | +0.3% |
| 5Y | +56.2% | +73.5% | -17.3% | -4.4% |
| All | +177.0% | +198.0% | -21.1% | +9.9% |
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