+1,844.9%
PWR vs BWA
+94.6%
+1,750.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +19.1% | +7.3% | +11.8% | +15.6% |
| 30D | -12.0% | -15.8% | +3.8% | -4.7% |
| 3M | -10.6% | -25.7% | +15.2% | +2.1% |
| 6M | -20.8% | -19.6% | -1.2% | -13.0% |
| YTD | +43.7% | +14.1% | +29.7% | +33.2% |
| 1Y | +35.0% | +12.2% | +22.8% | +25.8% |
| 3Y | +249.4% | +63.8% | +185.6% | +165.0% |
| 5Y | +422.1% | +28.7% | +393.4% | +323.9% |
| All | +1,844.9% | +94.6% | +1,750.3% | +1,080.3% |
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