+1,831.6%
PWR vs IWF
+383.8%
+1,447.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | +0.3% |
| 7D | +11.3% | +2.8% | +8.5% | +8.7% |
| 30D | -8.9% | -7.5% | -1.3% | -1.5% |
| 3M | -10.5% | -8.5% | -2.0% | -2.2% |
| 6M | -22.2% | -7.4% | -14.8% | -15.6% |
| YTD | +42.7% | -2.6% | +45.4% | +47.8% |
| 1Y | +41.1% | -1.8% | +43.0% | +45.4% |
| 3Y | +242.7% | +65.5% | +177.3% | +129.2% |
| 5Y | +418.5% | +55.8% | +362.7% | +261.6% |
| All | +1,831.6% | +383.8% | +1,447.8% | +356.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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