+134.3%
SN vs IWD
+28.5%
+105.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.3% |
| 7D | +1.4% | +1.7% | -0.3% | -1.6% |
| 30D | +16.6% | +3.2% | +13.4% | +10.0% |
| 3M | +18.3% | +2.3% | +16.0% | +13.3% |
| 6M | +103.1% | +12.9% | +90.1% | +58.3% |
| YTD | +96.7% | +26.2% | +70.5% | +19.7% |
| 1Y | +134.3% | +28.3% | +106.1% | +37.6% |
| All | +134.3% | +28.5% | +105.8% | +37.6% |
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