+2,521.4%
PWR vs GWW
+570.2%
+1,951.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.5% | +4.8% |
| 7D | +4.2% | -3.4% | +7.6% | +5.9% |
| 30D | -4.0% | -1.9% | -2.1% | -3.2% |
| 3M | -4.8% | -2.4% | -2.4% | -4.1% |
| 6M | +14.6% | +15.7% | -1.1% | +5.9% |
| YTD | +54.2% | +27.6% | +26.6% | +35.0% |
| 1Y | +67.1% | +27.2% | +39.9% | +46.2% |
| 3Y | +218.5% | +89.7% | +128.8% | +125.0% |
| 5Y | +466.3% | +223.9% | +242.4% | +200.5% |
| All | +2,521.4% | +570.2% | +1,951.3% | +986.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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