+70.8%
SAP vs IWF
+50.6%
+20.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -5.0% |
| 7D | -0.7% | -5.0% | +4.3% | +2.6% |
| 30D | +11.1% | -13.2% | +24.3% | +22.2% |
| 3M | +17.0% | -9.4% | +26.5% | +24.6% |
| 6M | +34.8% | -8.6% | +43.4% | +41.6% |
| YTD | -2.2% | -5.3% | +3.1% | +0.1% |
| 1Y | -6.4% | -5.0% | -1.5% | -4.6% |
| 3Y | +75.1% | +64.6% | +10.5% | +14.7% |
| All | +70.8% | +50.6% | +20.2% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling