+224.0%
SAP vs IWD
+203.8%
+20.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.6% |
| 7D | +1.5% | +1.6% | -0.1% | +0.1% |
| 30D | +8.8% | +3.6% | +5.2% | +5.5% |
| 3M | +12.1% | +2.0% | +10.0% | +10.1% |
| 6M | +34.6% | +13.1% | +21.5% | +20.7% |
| YTD | -2.1% | +26.2% | -28.3% | -20.5% |
| 1Y | -5.5% | +29.6% | -35.1% | -25.1% |
| 3Y | +67.4% | +84.3% | -16.9% | -3.1% |
| 5Y | +74.6% | +73.4% | +1.1% | +6.7% |
| 10Y | +224.0% | +202.4% | +21.6% | +27.9% |
| All | +224.0% | +203.8% | +20.3% | +27.9% |
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