-6.4%
SAP vs IWD
+28.1%
-34.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -3.9% |
| 7D | -0.7% | -0.5% | -0.2% | -0.6% |
| 30D | +11.1% | +2.7% | +8.4% | +9.2% |
| 3M | +17.0% | +0.9% | +16.2% | +16.2% |
| 6M | +34.8% | +10.5% | +24.3% | +29.1% |
| YTD | -2.2% | +23.7% | -25.9% | -13.2% |
| 1Y | -6.4% | +28.7% | -35.2% | -19.9% |
| All | -6.4% | +28.1% | -34.6% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling