+1,831.6%
PWR vs EWT
+448.9%
+1,382.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +11.3% | +9.1% | +2.2% | +4.0% |
| 30D | -8.9% | -12.2% | +3.4% | +0.9% |
| 3M | -10.5% | -9.4% | -1.1% | -3.3% |
| 6M | -22.2% | +2.7% | -24.8% | -24.2% |
| YTD | +42.7% | +53.3% | -10.5% | +1.3% |
| 1Y | +41.1% | +59.2% | -18.1% | -2.8% |
| 3Y | +242.7% | +157.1% | +85.7% | +62.9% |
| 5Y | +418.5% | +119.6% | +298.9% | +176.3% |
| All | +1,831.6% | +448.9% | +1,382.7% | +413.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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