+1,831.6%
PWR vs IWD
+203.0%
+1,628.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.9% |
| 7D | +11.3% | +2.3% | +9.0% | +8.5% |
| 30D | -8.9% | +3.6% | -12.4% | -12.7% |
| 3M | -10.5% | +2.2% | -12.7% | -12.9% |
| 6M | -22.2% | +13.0% | -35.1% | -32.8% |
| YTD | +42.7% | +26.5% | +16.2% | +8.1% |
| 1Y | +41.1% | +30.1% | +11.0% | +3.4% |
| 3Y | +242.7% | +84.9% | +157.9% | +66.8% |
| 5Y | +418.5% | +73.4% | +345.2% | +174.5% |
| All | +1,831.6% | +203.0% | +1,628.6% | +365.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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