+8,589.7%
PWR vs ITW
+1,633.0%
+6,956.7%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.9% | +2.7% |
| 7D | +4.5% | -0.4% | +5.0% | +4.8% |
| 30D | -4.9% | -9.4% | +4.5% | +1.7% |
| 3M | -7.9% | +7.1% | -15.0% | -13.0% |
| 6M | +18.3% | -1.9% | +20.2% | +18.2% |
| YTD | +51.5% | +10.4% | +41.1% | +38.7% |
| 1Y | +70.3% | +3.3% | +67.0% | +62.5% |
| 3Y | +210.6% | +21.0% | +189.6% | +160.9% |
| 5Y | +456.7% | +36.3% | +420.4% | +324.0% |
| 10Y | +2,396.1% | +185.8% | +2,210.3% | +1,022.1% |
| All | +8,589.7% | +1,633.0% | +6,956.7% | +1,203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 all: compounded portfolio wealth divided by compounded ITW 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…
all analysis · Full analysis span regression · 6 months rolling