+451.9%
PWR vs BWA
+89.5%
+362.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.4% |
| 7D | +2.7% | +0.1% | +2.5% | +2.6% |
| 30D | -5.1% | -5.6% | +0.4% | -3.3% |
| 3M | -9.4% | -10.7% | +1.3% | -5.9% |
| 6M | +10.4% | +23.2% | -12.8% | +2.8% |
| YTD | +48.6% | +46.0% | +2.7% | +28.9% |
| 1Y | +68.0% | +51.2% | +16.9% | +43.6% |
| 3Y | +204.7% | +69.6% | +135.2% | +142.8% |
| 5Y | +451.9% | +86.6% | +365.3% | +302.9% |
| All | +451.9% | +89.5% | +362.5% | +302.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling