+469.4%
PWR vs GWW
+222.0%
+247.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.5% | +4.8% |
| 7D | +4.2% | -3.4% | +7.6% | +5.8% |
| 30D | -4.0% | -1.9% | -2.1% | -3.3% |
| 3M | -4.8% | -2.4% | -2.4% | -4.2% |
| 6M | +14.6% | +15.7% | -1.1% | +6.1% |
| YTD | +54.2% | +27.6% | +26.6% | +35.2% |
| 1Y | +67.1% | +27.2% | +39.9% | +46.5% |
| 3Y | +218.5% | +89.7% | +128.8% | +124.1% |
| All | +469.4% | +222.0% | +247.4% | +207.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling