+70.8%
SAP vs IWD
+68.9%
+1.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -3.8% |
| 7D | -0.7% | -0.5% | -0.2% | -0.3% |
| 30D | +11.1% | +2.7% | +8.4% | +8.3% |
| 3M | +17.0% | +0.9% | +16.2% | +16.0% |
| 6M | +34.8% | +10.5% | +24.3% | +22.6% |
| YTD | -2.2% | +23.7% | -25.9% | -20.5% |
| 1Y | -6.4% | +28.7% | -35.2% | -26.9% |
| 3Y | +75.1% | +79.7% | -4.6% | -2.9% |
| All | +70.8% | +68.9% | +1.9% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling