+456.7%
PWR vs BBWI
-66.8%
+523.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.5% | +3.0% |
| 7D | +4.5% | +1.6% | +3.0% | +4.2% |
| 30D | -4.9% | -6.2% | +1.3% | -4.0% |
| 3M | -7.9% | +4.3% | -12.2% | -9.5% |
| 6M | +18.3% | -7.2% | +25.5% | +18.2% |
| YTD | +51.5% | -3.0% | +54.5% | +49.0% |
| 1Y | +70.3% | -30.8% | +101.1% | +78.5% |
| 3Y | +210.6% | -43.4% | +254.0% | +224.9% |
| 5Y | +456.7% | -66.7% | +523.4% | +584.7% |
| All | +456.7% | -66.8% | +523.5% | +584.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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