+726.6%
SAP vs IWD
+731.9%
-5.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +4.1% |
| 7D | +4.0% | -0.9% | +5.0% | +4.9% |
| 30D | +15.7% | +2.6% | +13.1% | +12.7% |
| 3M | +23.4% | +1.2% | +22.2% | +21.8% |
| 6M | +41.3% | +12.1% | +29.2% | +25.7% |
| YTD | +2.0% | +24.1% | -22.1% | -18.4% |
| 1Y | -5.1% | +28.5% | -33.6% | -26.7% |
| 3Y | +82.1% | +79.5% | +2.7% | 0.0% |
| 5Y | +77.2% | +70.3% | +6.9% | +2.7% |
| 10Y | +233.6% | +212.5% | +21.1% | +0.4% |
| All | +726.6% | +731.9% | -5.4% | -23.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling