+8,143.9%
PWR vs BBWI
+537.5%
+7,606.3%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.7% | +0.7% |
| 7D | +19.1% | -4.5% | +23.6% | +20.8% |
| 30D | -12.0% | +17.1% | -29.1% | -17.1% |
| 3M | -10.6% | +17.5% | -28.1% | -16.6% |
| 6M | -20.8% | +12.8% | -33.6% | -26.3% |
| YTD | +43.7% | +8.2% | +35.6% | +33.0% |
| 1Y | +35.0% | -1.8% | +36.8% | +26.7% |
| 3Y | +249.4% | -25.8% | +275.2% | +233.9% |
| 5Y | +422.1% | -68.0% | +490.1% | +527.4% |
| 10Y | +1,868.4% | -47.6% | +1,916.0% | +1,451.8% |
| All | +8,143.9% | +537.5% | +7,606.3% | +1,789.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling