+2,521.4%
PWR vs BWA
+156.8%
+2,364.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.5% | +3.7% | +4.5% |
| 7D | +4.2% | -1.3% | +5.5% | +4.8% |
| 30D | -4.0% | -2.9% | -1.1% | -2.9% |
| 3M | -4.8% | -10.7% | +5.9% | -0.2% |
| 6M | +14.6% | +26.5% | -11.8% | +3.2% |
| YTD | +54.2% | +49.1% | +5.1% | +26.9% |
| 1Y | +67.1% | +52.1% | +15.1% | +35.9% |
| 3Y | +218.5% | +72.6% | +145.9% | +135.1% |
| 5Y | +466.3% | +89.4% | +376.9% | +283.2% |
| All | +2,521.4% | +156.8% | +2,364.7% | +1,367.6% |
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