+242.7%
PWR vs IWD
+85.1%
+157.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -1.0% |
| 7D | +11.3% | +2.3% | +9.0% | +8.4% |
| 30D | -8.9% | +3.6% | -12.4% | -12.8% |
| 3M | -10.5% | +2.2% | -12.7% | -13.0% |
| 6M | -22.2% | +13.0% | -35.1% | -33.6% |
| YTD | +42.7% | +26.5% | +16.2% | +6.0% |
| 1Y | +41.1% | +30.1% | +11.0% | +1.3% |
| 3Y | +242.7% | +84.9% | +157.9% | +55.7% |
| All | +242.7% | +85.1% | +157.6% | +55.7% |
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