+200.3%
PWR vs IWD
+73.3%
+127.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.6% |
| 7D | +3.6% | -0.3% | +3.9% | +3.9% |
| 30D | -8.6% | +0.6% | -9.2% | -9.5% |
| 3M | -13.2% | +7.2% | -20.4% | -21.1% |
| 6M | +9.9% | +16.2% | -6.3% | -9.9% |
| YTD | +48.0% | +23.3% | +24.7% | +12.4% |
| 1Y | +66.2% | +29.6% | +36.6% | +18.7% |
| All | +200.3% | +73.3% | +127.0% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling