+236.6%
SAP vs IWF
+383.8%
-147.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +1.2% |
| 7D | +0.6% | +2.8% | -2.2% | -1.6% |
| 30D | +6.5% | -7.5% | +14.1% | +12.6% |
| 3M | +12.2% | -8.5% | +20.7% | +19.3% |
| 6M | +46.1% | -7.4% | +53.5% | +52.7% |
| YTD | -1.6% | -2.6% | +1.0% | -1.2% |
| 1Y | -5.1% | -1.8% | -3.3% | -5.4% |
| 3Y | +68.4% | +65.5% | +2.9% | +6.7% |
| 5Y | +79.4% | +55.8% | +23.6% | +18.3% |
| All | +236.6% | +383.8% | -147.2% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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