+1,831.6%
PWR vs BWA
+94.2%
+1,737.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +11.3% | +4.3% | +7.0% | +9.4% |
| 30D | -8.9% | -13.0% | +4.1% | -2.7% |
| 3M | -10.5% | -24.8% | +14.3% | +1.7% |
| 6M | -22.2% | -23.5% | +1.3% | -12.5% |
| YTD | +42.7% | +13.8% | +28.9% | +32.4% |
| 1Y | +41.1% | +13.4% | +27.7% | +30.8% |
| 3Y | +242.7% | +62.8% | +180.0% | +160.7% |
| 5Y | +418.5% | +28.5% | +390.1% | +321.3% |
| All | +1,831.6% | +94.2% | +1,737.4% | +1,073.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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